Before adding my own experiences for comparison, I'd suggest moving this topic to the adult section. Suffice it to say, it is possible to have a relationship with bad sex or even no sex. Also a relationship can be very short-lived or shallow. In sum, nothing you've stated so far disqualifies what you had from being a relationship.
At its heart, a relationship describes a degree of interconnectedness between two people. You can call almost anything a "relationship", but, at one extreme, you have to be careful to say it was limited to its facts. For example:
1. The relationship consisted solely of hooking up once.
2. The relationship consisted solely of long-distance calls.
3. The relationship consisted solely of repeatedly smoking a bong on her couch.
Literally, even those trivial events are a relationship. To make it a "romantic relationship" you would need to have some sort of emotional connection. More specifically, at least one of the parties in the relationship would need to have some sort of romantic, emotional connection.
I think your friends may be saying that you've never had a "real" relationship. If your relationship with the girl involved having sex on more than one occasion and any level of interaction like a date -- movie, dinner, coffee, concert, etc. -- then you've had a relationship. It may have been shallow or not up to your friend's standards of a real relationship, but it was a relationship.