Oxford Living Dictionaries defines 'relative pronoun' as follows:
(Originally) a pronoun which refers to an antecedent, as a demonstrative or personal pronoun; (now) specifically a pronoun which combines the function of a personal or demonstrative pronoun with that of a conjunction, subordinating one sentence or clause to another (e.g. who, which, that).
It's not just dictionaries that think of 'relative pronoun' as functioning as a conjunction as well as a pronoun; many grammars do the same as well.
But how much truth is there to the claim that a relative pronoun functions as a conjunction? (Note that I'm not asking here if a relative pronoun can also be classified as a conjunction, which @JohnLawler said it can't in his answer to this question titled "A relative adverb or a conjunction or both?").
At first blush, this claim sounds logical, for a relative pronoun indeed can come at the beginning of a relative clause as follows:
She was a remarkable woman [who dedicated her life to research].
But if that who can be thought of as functioning as a conjunction merely because it comes at the beginning of a clause, then what about this who?
I forgot [who I was talking to].
Here, the who is an interrogative pronoun and also comes at the beginning of a clause. But I've never heard anyone claim that an interrogative pronoun can function as a conjunction merely because it comes at the beginning of a clause.