The suite they stayed is for 2 adults occupancy but you have the option of interconnecting it with a deluxe room to form a two bedroom suite. Maybe that's what they did so they could have her guards close by but not in the same suite?
https://www.roccofortehotels.com/hotels-and-resorts/hotel-de-russie/rooms-and-suites/picasso-suite/

I'm sure they've had sex. He was spotted near her NYC rental before the RI pics. I think it's just the G-ratedness of their pap strolls, how staged they are, and the constant third wheeling that's making us think nothing has happened so far.