"They were having sex during canon, a thesis."
I've read this analysis on Tumblr, and although I'm not entirely convinced, I still think it's a pretty interesting take. So I'm making it my mission to rewatch certain parts of the series (specifically Season 2 where it's said to have started) with this in mind to see where OP's coming from. Anyway I'd like to hear your thoughts about this!
Edit: So I did my rewatch, and I realized that I personally don't agree with this theory. While rewatching, I've tried really hard to see it through those lens, but it honestly feels like I'm forcing the idea. So I don't think sex was already happening between them during the said events, as much as it's fun to think about. (No, I don't deny that there was intimacy between them at the time, I just don't think it's physical.) I'm more open to the idea that they are likely to pursue the sexual side of their relationship in the later seasons (like season 4 onwards, which sadly hasn't happened yet). Anyway, thanks for sharing your thoughts!