I doubt there's a sexual element - seems pretty clear it's probably about money, but until they make clear who has made what money and how, the rumours about sex will continue.
Perhaps they want them to continue so we forget there might have been a financial, not sexual motive. It'd be much easier to say "OK, I'm gay/bi-sexual, even though I'm married" than to say "We've/he's had our/his snout(s) in the trough and it's all in a Swiss bank account".