(Note: On the basis of a comment I made on greuze's post, I've decided to expand it into a real answer which I hope may help to further clarify the question.)
The reason why "Nunca éramos amigos" does not sound right is that "nunca" is semantically incompatible with "éramos amigos." "Nunca" refers to a finished period of time, while "ser amigos" refers to a condition which was or was not true during that period. The durative nature of "éramos" is incompatible with a condition expressed by a noun that is not merely descriptive but defining.
Notice we can say:
Nunca éramos felices en esa época.
But we cannot say:
*Nunca éramos amigos en esa época.
just as we cannot say:
*Nunca éramos novios / estudiantes / empleados / compañeros en esa época.
Combined with "nunca", the noun/adjective "amigos" acquires a more defining, less descriptive, sense, and that requires the perfect past to indicate that the people involved did not show that condition throughout that period.
Combined with "nunca", the imperfect past can then be used only with more descriptive adjectives that allow for the possibility of having and not having shown a certain quality during that period in the past:
Nunca éramos totalmente felices entonces (a veces sentíamos tristeza, otras alegría).
However, we CANNOT say:
*Nunca éramos totalmente amigos entonces (a veces éramos más amigos, otras no tanto).
Instead, we have to say:
Nunca fuimos totalmente amigos / fuimos verdaderos amigos entonces.
Just like greuze made a good point about the inconsistency of "nunca" with "éramos amigos" (which inspired me to write this answer), so did Carlos Alejo when he mentioned that, combined with another time reference that restricts the continuing nature of "nunca", "nunca" can work with "éramos amigos":
Nunca éramos amigos salvo cuando estábamos en apuros.
(This means we only "acted" as friends when we were in trouble.)
If we refer to actually being friends (the defining condition I mentioned above), then the perfect past will be used:
Nunca fuimos amigos salvo cuando estuvimos en apuros.
My acknowledgement to greuze and Carlos Alejo for their clever contributions.