This might have something to do with medieval norms and standards. Back in the day, I believe the King and Queen would usually only consumate to produce heirs (especially as they rarely had any real attraction to each other.) If the King really wanted some fine booty he could pretty much get it wherever he wanted. Aside from that, even a married couple sleeping together regularly may have been frowned upon back then. I'm not totally sure.
Alternatively, its possible that the room we see is not actually the Queen's. Marle just goes there because she knows it as her room. Multiple servants note that the queen is acting odd, after all.