You could have another character address the issue.

For example, have one character ask "You two get on so well together, how come you're not together?" and then have one or both of the characters address the issue directly, with something like "It just wouldn't work." or "We get on, but there's no attraction/spark.".

That way you've brought it to light and dismissed the idea in an unambiguous way.

As @Fayth85 says, there will always be people who expect romance no matter what you do, partly because they're either seeking it (even when it isn't there), perhaps because it's one of their main reasons for reading, or simply because it's become such a trope that nearly every story under the sun has romance shoe-horned into it at some point, no matter what the genre or intent.

You could have another character address the issue.

For example, have one character ask "You two get on so well together, how come you're not together?" and then have one or both of the characters address the issue directly, with something like "It just wouldn't work." or "We get on, but there's no attraction/spark.".

That way you've brought it to light and dismissed the idea in an unambiguous and believable way, in your character's own words.

As @Fayth85 says, there will always be people who expect romance no matter what you do, partly because they're either seeking it (even when it isn't there), perhaps because it's one of their main reasons for reading, or simply because it's become such a trope that nearly every story under the sun has romance shoe-horned into it at some point, no matter what the genre or intent.