While the intercorse itself wasn't actually shown, with the two lovers merely seen touching scars and so on before waking up in bed together, it is very heavily implied. Many felt this was a mistake for the series, along with Master Chief showing both his face and his naked derriere.
And, as it turns out, Schrieber agrees with viewers on that particular Halo story beat. "The decision to make the connection between Makee and John a romantic connection was a huge mistake," Schreiber told SFX magazine (via GamesRadar).
He tried to make his thoughts heard, saying he "argued against it and fought against it". But as is evident by the first season, the actor "wasn't listened to", with Schriber stating: "But I am who I am. I don't write the scripts. I only give my opinion."
Halo TV Show Star Says Master Chief's Romantic Relationship Was a "Huge Mistake" | Eurogamer.net