Is the main problem that you are lonely, or that being lonely means you feel you have to keep this person in your life, or is it that you like her, but find her selfish ?
Some people don’t seem to have a sense of the need to give as well as take. They aren’t friends so much as people we know. If they are good company, however, there’s no need to drop them altogether. Just learn not to rely on them and don’t go too far out of your way to accommodate them. Also, do you ask her to do things for you, or expect her to know what you want? That can be a problem too. I once read that there are two types of people - askers and hinters. Hinters find asking rude, but are hurt when their hints aren’t picked up, whilst askers assume that if others want something they’ll ask, so hints don’t get through to them. That’s a simplistic version, but it may be less that she’s selfish, but more that she doesn’t know you hope she’ll offer to do things you haven’t asked for.
Meanwhile, it’s maybe a good idea to expand your social circle. If your town has a local FB page there will probably be events advertised on there. I don’t mean big things - you can start small with a book group or knitting circle (or whatever interests you). Unfortunately, classes are thinner on the ground than they used to be, but you could check out local adult education and see if there’s anything there that you’d enjoy. Dressmaking, conventional French, bookbinding- you might be surprised at what’s on offer, and it would get you out of the house and help you to meet new people.
Clubs such as W3A and WI are another possibility, and volunteering helps with meeting others, too. As your circle widens you can decide whether to stay friends with the other woman. You may find she gives more when you need her less, or you may find that you see less of her because you are busy with other things.
Take it slowly though. People sometimes give up when they don’t make a lot of friends immediately. It takes time, but there are lots of older people out there who also want to be doing more - it’s just a case of finding the ones you want to be friends with.