Do you say "please" and "thank you" within your family or relationship?

When my fiancé and I have new friends over for the first time and they see us interact, they often say something like, “Wow, you guys seem to have a great relationship! You’re so…polite to each other.” We find this perplexing, because we were both raised by example to show consideration with speech like this, and it seems odd to (as I imagine; please tell me the true story if I’m wrong) be deliberately more polite in public and then “turn it off” in private. It makes me wonder if most people do not habitually say “please” and “thank you” and other such polite niceties to their SO, kids, parents, siblings, etc. Do you? If you don’t, does it seem overly formal to you when (if) you run into family groups/couples who do?