That's an interesting question, but I'm not sure they did.
If we base the answer on the original short story, there is this part that was written about the dozy embrace by the fire, when Ennis came to Jack and embraced him from behind and said "you're sleeping on your feet like a horse". When Jack remembers it the short story reads:
"Later, that dozy embrace solidified in his memory as the single moment of artless, charmed happiness in their seperate and difficult lives. Nothing marred it, even the knowledge that Ennis would not then embrace him face to face because he did not want to see nor feel that it was Jack he held. And maybe, he thought, they'd never got much farther than that."
If Ennis wasn't even able to embrace Jack face to face because he couldn't accept the fact that he was holding a man, I doubt that he could deal with making love face to face and looking at Jack while he's doing it. That would have been too much for him. And Jack's thoughts that maybe they'd never gotten much farther than that suggest that not much has changed in Ennis's attitude, he could never accept this part of himself.
Another clue is that after he married Alma, Ennis used to roll her over and take her from behind even though she hated it. My interpretation always was that this was how he used to do it with Jack, and after he married Alma and he was missing Jack so much he could do it the same way with her and maybe feel like he was on the mountain again... maybe even pretend that it was Jack and not her. Which is ironic really, because he couldn't face the fact that he was in love with a man, but when he had a wife he didn't want to make love to her face to face either. She wasn't the one that he really wanted in his bed.