During a flashback in Republic of Thieves, we discover that Locke walked in on Jean and an older actress, Jenora, just after Jean's, ah, first lesson in exchanging bodily fluids.
Locke: [Jean], it's the [Sanza] brothers, you wouldn't believe what they oh my gods holy shit! I'm sorry, I'm so sorry. I didn't realise —
Jean: Those idiot twins, are they in trouble?
Locke: No. No, no, no. Actually, it's not important at all. We've got it handled. You, uh, you just... hell, I can sleep in the common room, you two just forget I exist. Sorry. Have, uh, have a good time!
Jenora: We are.
Locke: Great! Well! Excellent! Just... going now!