Please tell me "Is it because I'm not showing love?"
No. People who love you don't come to tell you that you are selfish in such crass manner.
My own experience with the JWs is that they really try to make you believe that all the shit that they do behind you back, all the emotional crap that they dump on you, and all the lack of consideration and respect for your feelings is love. It isn't. If you have a social anxiety issue, people who truly love you will be sensitive to you, especially when it comes to socializing. They are horrible at anything social. In fact, they may be the main source of your social anxiety.
Changing congregations may help, but at the end of the day, their idea of love and acceptance may still hurt you. If your social anxiety and depression escalate or remains a problem, please seek professional help and don't rely solely on your congregation for it.