So does this mean they didn't see anyone at all, or just sex on the side with someone else was OK, as long as it wasn't emotionally involved?
I think my understanding of that was that neither of them had been having sex with anyone else (Remus/Teddy aside), not even a quick one-off. They are, after all, both in their 50s at least, and have pretty busy lives, so anonymous sex isn't so terribly likely or probably appealing even. Although Emi's mileage may differ (that's the fun of collabs, even the authors sometimes have slightly different takes).