Very doubtful there was even the slightest security issue. It was probably some female to on the mission who turned them in anyway. That or some senior offucer who would be just fine if one of them came out as homosexual.
Since we have zero details on what transpired, like who the women are, how long were they in the room, how did they hook up, how much if any money was exchanged, I’d rather be safe than sorry...
I guess uou have no problem with these soldiers embarrassing the adminstration or the service they represent...