I guess just the fact that they were introduced as a couple implied to me that they're having sex. They didn't have to show more to let me think otherwise. Usually when they present a couple on TV it's assumed that they're getting intimate. I actually think it's the other way around: They never implied that Kes and Neelix did not have sex. I would expect for a TV show to do that if they wanted to convey a relationship were sex is not an issue.