"Do you have a girl friend?" You might have asked people whom you don't know well. You know, it is pretty important question to ask, because what you are gonna talk about is based on that information. I mean, if he says "Yes", you can go like "Cool, how long have you guys been together?" or "How did you guys meet?" or maybe "Is she hot?", and if he says "No", you can go like "Oh, you wanna go to a club and hit on some chicks?" or "That sucks man, you gotta get some pussy. Let me introduce one of my friend. She's pretty hot" or maybe just simply "How come?"
You American dudes ask "Why?" if I say "I don't have girl friend". Well, It's kind of hard to answer. First of all, what do you expect me to say? "Because I'm a total loser"? We don't have girl friends because we don't have girl to fuck right now, that's all.
Anyways, yeah this kind of stuff make the conversation fun. You know, you are getting close to the private life of the new friend. Exciting shit eh? But it is pretty risky at the same time, because if your buddy says what you didn't expect, that would be pretty fucked up. You know, like you are hanging out with a guy, who looks really cool and is funny to talk with, and you expect him to have a girl friend and ask him if he has one, and he says "No", and you would think like hmm, maybe he just broke up or something, and ask "How long have you been single?", and he says "Ah, I haven't had one". You will be like "Oh... Well, ah... You know, that's cool man. Virgin dick sounds good for bitches you know..."
On the other hand, if you are hanging out with a guy who looks exactly like the definition of "total loser", you might think like "Well, I bet he hasn't got laid man. Look how nerd ass he is", and try to avoid "girl friend" conversation. But he suddenly starts with "Well, my girl friend is...", (without being asked about her. Those sorry ass dudes wanna tell other guys about their miracurously obtained bitches, and those bitches look like cows' anal). You be like "Did you just say girl friend?? What kind of bitches with right mind wanna suck his sorry dick???" And somehow, you don't wanna ask anything about it any more.
If you don't have a girl friend, there would be some difference. Basically you don't really wanna talk about girl friends. So you don't ask if other dudes have one or not. Probably because not having a girl makes you look like a pathetic lonely guy, but it really doesn't, 'cause if you are one of "cool guys" people might just think like "Wow, he doesn't have a girl friend? That's strange. He's a cool guy." People think like you just don't have a luck. And if you are a total loser kind of guy, people might even care if you don't have a girl friend. They would be like "Yeha, he looks like it. I don't wanna hang out with him any ways".