Except that, they are. Or were rather. The creator of the show, while for some reason incapable of doing any more than hinting at feelings between them has openly stated that in his mind, they dated at one point. And he's kind of the only mind that matters as far as these things go. Either way, now you know that Marceline and Bubblegum dated

Finn will never have a good romantic relationship with a girl ever again.
That sucks the most.