Mr. Utterson is not a fun guy. He is not the life of the party, or even anywhere on the same planet as the life of the party. He’s a guy that sits with his host after the party and makes him sober and God-fearing again. He’s the perfect gentleman. He reads "dry divinity," goes to bed no later than midnight, has perfect manners, and is systematic, rational, and conscientious. Think of Mr. Utterson as the Victorian ideal (minus his penchant for staying friends with sketchy characters).
Mr. Utterson’s friends are either related to him, or he’s known them since he was a kid. His friendships exist because they’ve stood the test of time. Moreover, once you’re friends with the guy, he’s seriously loyal. When it comes down to it, he’s reliable, trustworthy, and surprisingly not judgmental. He lets his friends go their own ways, and even if they screw up, he doesn’t cut them out of his social life. His pursuit of the Dr. Jekyll/Mr. Hyde mystery was motivated largely because of concern for his friend.