It would be very typical of Miami for them to already be together. I don't think we've ever actually seen anyone start dating on the show. Hagen and Calleigh were already together when season 2 started, Eric and Natalia had already slept together before it came up on the show at all, with Calleigh and Jake we saw more of an early arc to their relationship, but I don't think we saw the beginning of it. Maybe the kiss in the lab, but I'd bet they'd been out before then, plus they come with a built-in romantic history which makes things a little different.
So I would not be surprised at all if they're already together, because that's the way Miami seems to like to give us relationships. Which, I suppose, makes sense, because the show is more of a procedural than a character drama.