in the episode "Power Play" Spike and Illyria are talking Illyria: You'll have proof soon enough. A corrupted ruler on such a path sees treachery and betrayal all around him. He cannot suffer intimates and will eventually turn against them. Spike: Guess I don't have to worry about that, 'cause malaikat and me have never been intimate. Except that once... so it is implied that it did happen, they just don't say it outright