Relationships aren't only for humans, but it isn't quite the right word to use here. It would be better to say that they are closely related. 'Affinity' is completely the wrong word here. 'Affinity' is when you are drawn towards something or feel a closeness.

You can say 'Italian and Spanish are closely related'. or 'Italian and Spanish have close affinity'.

In terms of generally describing the connection between the people, I think you can say that they are in good relations, or that they have close ties with each other, or that they are closely tied. Alternatively, maybe! also 'the two share/hold a strong connection'

l think is better you say Italian and spanish people have an affinity.