Romantic relationships, under most circumstances, have a sexual component to them. That's just another level of connection many desire with the one they love. Not so the case with you. You're with someone, and both of you very much acknowledge it's some sort of relationship, but you're not with-with them - not sexually. Whether you're just unexperienced and not ready to move to that level yet, believers in romantic friendship (or that situation is more convenient, given your time and place of residency), unable to consummate anything due to physiological differences or other issues, celibate, or simply content with the intimacy that you do have, it's a mutual decision...isn't it? But is this the way you two see yourselves continuing, without wanting more? And what about other people? If they know you're together, do they see your arrangement as "strange" or "less?"
Even if they do, though, it may not matter; you have each other.