Well the word "relationship" actually has many, varied applications and meanings depending on the context. "Relationship" can indeed refer to a physically intimate relationship between people who are sexual together, lovers, sexual or marriage or dating partners, etc.
But one can also use the word "relationship" in a wider sense -- "my relationships with my co-workers have become difficult," or "The nature of my relationship with my parents has changed since I moved out," or even relationships to animals -- Dian Fossey could be described as having formed relationships with the wild gorillas she was studying, earning their trust and a certain understanding.
It's a word that can be applied to not just sexual situations; so when someone uses it in a way that's ambiguous or that you question, sometimes it's good to ask for clarification.
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