I understand at some point all of them spoke different languages, but does it necessarily mean they were never related?
I don't think that they were (closely) related beyond being speakers of Indo-European languages.
To me, the debate, amongst both amateurs and published professionals, is that they have the foregone conclusion that because the various "Veneti" have a superifically similar name, they
must be related. If you approach this in the reverse direction, that is, you look at the evidence you have about the respective languages (which, as I said, clearly exists), the idea that they might be closely related doesn't even come up as a possibility.
Well, the question is not settled at all, it is an OPEN question. I think you need to read the recent linguistic studies results of your own country in Heidelberg University: Jadranka Gvozdanovic points attention to the common language substrate of ancient Brittany Veneti, Adriatic Veneti and Baltic people. Her book
"Celtic and Slavic and the Great Migrations: Reconstructing Linguistic Prehistory" had a prize for the best book in the matter (http://www.asia-europe.uni-heidelberg.de/de/aktuelles/nachrichten/detail/m/book-by-jadranka-gvozdanovic-was-awarded-as-best-book-in-slavic-linguistics.html). The summary is in the article:
http://www.jolr.ru/files/(83)jlr2012-7(33-46).pdf
Yes, I've read Gvozdanovic's paper and I can't say he convinced me, rather the opposite. In some cases, there's also clear errors:
Venetic teu.ta ‘people’ lacks parallels in Latin, Slavic and Greek (cf. Beeler 1981: 67), but has a clear Gaulish correlate in teuta, touta ‘tribe, people’ (cf. Delamarre 2003: 295).
I really don't know what he wants to prove with this, because in addition to the Celtic languages (Gaulish "
touto-", Irish "
tuath", Welsh "
tud"), and Germanic (German "
Deutsch"), there's also the Baltic languages, as Latvian and Lithuanian both have "
tauta" (thereby suggesting the word was to be found in Proto-Balto-Slavic, thereby rendering Gvozdanovic's statement about Slavic irrelevant). Amongst the Italic language, the word is found (as "tribe" or "people") in Oscan ("touto") and Umbrian ("tōta"), and even Latin has a cognate, although with a different meaning ("totus" - meaning 'all' or 'whole'), as do have the modern Romance languages (French "tout", Spanish "todo") - and here we must assume that the change of meaning from "tribe" to "all"/"whole" was something that occured specifically in Latin, not in Proto-Italic. As there's also an attestation of the word in Anatolian (in Hittite as "tuzzi"), so the only thing that we can demonstrate here is that Venetic is an Indo-European language and that it is not closer related with Latin... big news indeed.
Basically, about Adriatic Venetic, the Proto-Italic features that Venetic shares are degraded to areal features, while the Celtic features that Venetic
lacks (for example, the key Celtic development Indo-European *p > Ø) are ignored.
What I found hair-raising was the idea that some features in the modern Vannes dialect of
modern Breton are supposed to be derived from the language Gaulish Veneti, without looking at the evidence that there is of Gaulish amongst the Veneti. That's a stretch to me. Further, the idea that the Proto-Slavic sound changes from Balto-Slavic were induced by this (Baltic Venedic) substrate are implausible to me. Although its popular (as in, there's other board members who would agree on the mechanism with Gvozdanovic), I find the whole idea that somehow all or most sound-changes are substrate-driven to quite unconvincing: in the case of Common Slavic, the key substrate languages during the Migration period were mainly Romance (on the Balkans) and Germanic (especially in Central Europe), and their phonologies were in no way to blamable for the sound changes in Common Slavic... so, no.
What I might add, where I do agree, which other authors have noted before (notably already Pokorny) as a peculiar point about Adriatic Venetic are the features it shares with Germanic, but that's entirely unrelated of this question here.