Same here - I haven’t encountered any veteran’s who feel that they wouldn’t or shouldn’t associate with civilians. Of course, I’ve been a civilian for over 10 years haven’t personally associated with many veteran’s (other than some of my students who’ve been in the military themselves).
As JonTheHasher said, there is a certain comaraderie that builds up with other people who have served in the military. There might be certain cases (depending on time served and personal experience in wartime) that may make some veterans feel more comfortable in being around other veterans.
I don’t think it’s one of feeling superior than civilians - I think it might be more along the lines of “I feel more comfortable being around other veteran’s because they know what it’s like to serve in the military…”. Of course, the same could be said of other people in other professions (retired cops hanging out with other retired cops, for example).
Hmm…In thinking about this a bit more, I suspect that it might be becoming more common than in the past. After the draft system was retired and the military went to an all-volunteer system, there might be a growing “disconnect” with some retired members of the military and their counterparts in civilian life.