My girl Lacie, does the exact same thing when we goto the dog park. My boy Ozzie will go explore a little bit and watch the other dogs play but not really get involved and he will always come back to me after a minute or two. We have only gone a couple of times but one time he finally got the urge to put him self out there and do his little sumo move and crouch down to play with this one dog, but sadly that dog wasn't interested.