'Friends'

Okay so I have a friend who I've been having sex with and all the stuff that comes with that but neither of us want a relationship (well not just yet). Both of us are really good friends and are really close and we are happy with what we're doing but our friends are telling us to stop because one of us might get hurt. What should we do? We both love each other as friends and love each other's company but we also love what we do. Neither of us are in relationships waiter so are we doing anything wrong?