I haven't been in any relationships at all, so does that make me asexual as well? I'm pretty sure I'm not, and that this failure of mine has been largely due to how utterly clueless I am when it comes to understanding things like flirting, body language, what people really want (as opposed to what they say they want), how relationships actually work, et cetera. What doesn't make sense to me is how anyone can still crave romance if they are asexual. If they happen to be male and want a romantic relationship with a female, doesn't that make them hetero?
You seem to confuse romantic relationship and a (purely) sexual one. Relationship doesn't exactly mean that there needs to be sex involved. There are people that wish for a relationship where the physical arousal is rare or non-existent. As such, there are couples with a strong emotional and sentimental connection but that do not engage in sexual activities. Sex is often a part of a relationship but it is not a requirement.
You could compare it to some of the cultural and religious beliefs about not having sex before marriage. The relationship before the marriage is still a romantic relationship despite the lack of sex. The difference here is that asexual people experience little to no sexual desire and often stay in (purely) platonic relationships.