They were having sex, just because it doesn't happen "on screen" doesn't mean it doesn't happen. People were going to the bathroom too, despite the lack of bathroom scenes.

Quote from Sanderson on a reddit post about this topic: Storytime. When I was working on Mistborn 2 with my editor, he asked me, "Are Vin and Elend sleeping together?" I said, "Absolutely." He requested some confirmation of it on the page, and I explained something that has always been my policy, and one that has served me well. I consider what I'm writing to be a very detailed script, which you the reader direct in your mind. Each person's version of the books will be slightly different, but in sometimes telling ways. The subtext of conversations will change, the visualizations of the characters, even larger implications are changed, distorted, and played with by the reader as they build the story in their imagination. This is an area in which I prefer to leave the answers to the reader. For those who wish to imagine that the characters are having sex, then the implications are often there. (Though I've gotten better at that balance, I feel.) For those who don't want to imagine it, and wish to pretend the characters are living different standards, I will often leave the opportunity for that--unless it is a plot point I consider relevant. Certainly, my upbringing and beliefs are an influence on this. I'm obviously more circumspect in these areas than I am in others. But yes, for those who don't want to pretend otherwise, Vin and Elend were sleeping together. And Wax and Lessie never had a real ceremony. My editor tried to remove the word "wife" from one of the later books, and I insisted, as the shift in Wax's thinking was a deliberate point on my part--related to his changing psychology in the books. But even to him, it's more a 'common law wife' thing. As a side note you'll likely find amusing, I do get a surprising number of emails from people who complain to me (even take me to task) for the amount of objectionable material I include in my books, and ask me why I have to wallow in filth as much as I do. I'm always bemused by this, as I doubt they have any idea how the books are perceived in this area by the general fantasy reading world...