There is a glitch that will hopefully be fixed next content update. You can't join friends in a town unless you go through the world map and happen to select and join the town they're in. You can only join friends if they're in a dungeon/PvE. To do so, go under your friends list and hit the "Join" button that is in-between the "Invite" and "Message". If it isn't there, it usually means they're in town. Note, some games have a password. So you can't join unless you know the password. You can tell if it has a little lock on it.