If people at school don't think you and your best friend are in a relationship then you're doing it wrong

We have had several people come and ask us at school if we are in a relationship. To make it clear. We. Are. Not. But we are close friends. 

It's one of those things where you're in English watching a movie and a scary scene comes up and you realise you're holding hands. We have done this many times, in many lessons and we realise that this is why people probably think we are together.

Does anyone else have these problems or is it just us?

E&T x