Having friends is a very important thing for a 5 year olds self esteem. I think his asking over and over is part of his insecurity. I would think of what you can do to help him. Perhaps setting up some one on one play dates outside of school would help. Preschool is an easier time to meet moms of other kids, so I would identify some kids your son seems to gravitate torwards and try to set up a play date. If your son has a few social skilss problems------- a good thing to do is to meet out at a park and keep the play date to the most 2 hours. You can facilitate the play date whether it is at your home or out. My son had some social skills deficits and needed a little extra help. He now can fly on his own in groups of kids or one on one but I do still listen as he is 6 and sometimes parental intervention is needed. Kids of 5 usually all love playing with the grown ups even though many grown ups sit on the side lines. So get involved with his peer interaction. Also, at school (whichever one) -------- have you ever observed him in class by volunteering? This can be very telling. Some kids do not adhere to personal space for example. They stand too closely and other kids pull back. Little things like that can be overcome but you have to see it to understand it.
But make no doubt about it, learning to make, interact with and keep a friend is very important developmentally and since your son is showing insecurity with it---- it is important to work on. good luck
maybe take him out of 1 preschool. going to 2 different ones for a preschooler seems like a lot to me. 2 diff places with new people, etc. im curious why he's going to 2 diff ones. do you spend a lot of quality time with him? dont ask him 'have you made any friends today?" questions like that may make him think that he has to make friends and that puts pressure on him. associate school with learning new things and doing cool things, maybe not about making friends.