Also, let's not forget Cooper communicated with Diane on a daily basis throughout the original run. Maybe we never got to see her but I wouldn't be surprised if they were intimate with each other then.
There's also this scene.
For me personally it also works on a metatextual level, with MacLachlan and Dern being Lynch's two most prominent actors in his work, so them starting out as this naive couple chicken walking in Blue Velvet to the solemn couple fucking in a grimy ass motel we saw last night is fulfilling in some weird, Lynchian way.