This is an opinion question and the answer depends on your definition of friendship. Their friendship is unusual but it is a close relationship nevertheless. Both characters sacrifice for one another. For example, George stays with Lennie due to the promise he's made to Lennie's aunt, and because he also subconsciously feels a need for Lennie's optimism. Lennie is willing to do whatever pleases George. George had a high amount of respect and love for Lennie, and it is why he chooses to kill him himself. As a friend, George does not want Lennie to die by the hands of Curly and he certainly doesn't want Lennie to be arrested.
