Why wont anybody ally me? Ever? In any game? As any country?
In general, the ai wants to ally with nations that are more powerful than they are but not rivals and not nations they fear. There is also a soft cap of 3 non-vassal/union allies where the ai is HIGHLY unlikely to ally with anyone. Finally, the ai will absolutely not ally with (and will break an alliance ASAP if already allied) anyone they have negative relations with. There is also a heavy penalty to the chance if you are at war with anyone, no matter what the war situation is, when you offer the alliance.
So, if you want allies, you need to go to people slightly smaller than you that you have good relations with that have 2 or fewer existing allies. Same religion helps, same religious group at the very least as getting an ally from a different religious group is extremely difficult. Generally you want to decide before unpausing who your early game allies will be and propose treaties so they don't ally with others before you get to them and hit the cap.