Well, they all have sports. And they attend church youth group. So they are not just sitting around all the time and may just like down time. If they are getting all their homework done, and done thoroughly and well, they're golden.
I do think you could encourage them by being much more specific. For instance, say one daughter likes to craft. So you see there's a craft fair coming up in the area: "Hey, Jenny, next Saturday there's a huge craft fair with some free craft classes. Do you want to take a couple of friends with you? I'll drive you there and pick you up when it's over."
Or: "Bobby, if you want to have a couple of guys over on Friday or Saturday to play Xbox with you, I'll buy the pizzas and get ice cream and stuff for you all to make sundaes."
In other words: They may need some reminding from you that they can have friends over - or go out with friends to somewhere other than the mall.
You mention that they "seldom organize just relaxed fun stuff" but frankly a lot of teens I see don't fully realize they can do that for themselves and arent' interested in organizing much. Have the kids look at the activities and events listings in your local paper and find some things they want to do, and tell them it's OK to invite friends. The younger kids also don't drive yet, so you need to let them know you are OK with driving them places sometimes -- they can't get everywhere that's interesting to a teenager just by bike.
I'm not saying hand them a social life or be their "cruise director" social secretary, but if you've never pointed out that there are activities listings in the local paper, or they've never thought before about inviting someone over just to hang out -- give them some nudging. Do not, please do not, say "You need to get out more" or "All you do is hang out, get outside" etc. -- not to kids who are doing the homework fine and showing commitment to church and sports activities!