The problems you are encountering are because a lot of people rely on sterotypes, and feel comforted by them. Therefore, it suits such people to believe that platonic relationships are either a lie, or if not, they are on the verge of becoming sexual, because platonic friendships are something out or library books.
Of course, as you, and the previous posters know, this is nonsense, so you should simply ignore your friend's shock at you 'frightening the horses' with your behaviour.
If you are feeling mischievous, you could always pull her string gently. get on the subject of your night, and when she asks what happened, say "Well, you know ..." and smile. You are not lying, she is willing to make up something you are not saying - that does depend on your relationsship with her, your sense of humour, and your sense of security. If you are uncomfortable, then say nothing to anyone, and let them be the immature ones.
It is 2012 for heaven's sake!!!!!!!!
Oh, and make sure one of you always keeps one foot on the floor at all times, and that the door remains wide open!!!!!!!!