By 'relationship', I presume you mean 'friends' and not something else.
In my dojo, we're very much a 'family' type atmosphere. Nobody is forced to be pals outside of the dojo, and of course no one is ostracized if they don't socialize with each other outside the dojo, but many of us choose to get together or hang out. My wife and I are having a house-warming party on Sunday and we invited the dojo - they're more-or-less the only people we know here in Michigan anyway.
I was invited to a wedding up north in MI for a dojo-mate and attended with my wife; my sensei was there also.
I see nothing wrong with this; it seems perfectly natural and normal. These are my friends; I like them all very much.[/quote]
There's a large thread on the 'something else' on the Women in Martial arts section.
This is how we all are, it's just a natural thing.