And they're right. History doesn't mean the whole past, it means what's documented about the past. "An Unearthly Child" (or "The Tribe of Gum" or "10,000 BC" or whatever) is set before the dawn of recorded history. So it's not a historical -- it's a prehistorical. "Marco" is the first story set during actual historical (i.e. documented) events.
In Doctor Who
, historicals are stories set in Earth's past, without any sci-fi elements.