That rumour is very prevalent online. They may indeed just be mates, but they seem insuperable. I find it very odd that he never invites the other members of the band to his celeb "gatherings". Maybe he doesn't like them, or they don't like him? I can't say I blame them if that's the case. But I do remember an interview Grimmy did where he said he and Harry got on so well because they both had the same daft sense of humour, however whenever I see 1D interviewed Harry is practically mute. I see very little of a personality, let alone a sense of humour, The others seem more outgoing.
Why would he invite other members? He's friends with one of them, so he has to invite them all? Plus, some of the others don't seem up for those celeb type parties anyway.