Oh, I don't know. I'm sure the WSL made it as difficult as possible, but I bet it went on. If memory serves, ANTR has a scene where a fair unknown hand beckons a gentleman clad in pyjamas and dressing gown (and cravat! I think) into her room. Clearly first class, of course, so that's alright then, and he would have been assumed to be on the way back from the bathroom had anyone seen him, I suppose. Joseph Boxall was an advisor on the film set, and he would surely have said something had it been a sheer fantasy. But no co-ed accommodation ... especially not for the servants!