It might be uncomfortable for some, but I've had to uncomfortably face it (as a third party) enough times that at this point I would just ask them whether they want one or two beds. The fact that you ask also provokes them to think about it, which they may never have done before. The primary thing they are going to be receiving from you is whether you accept them or not. If you accept them but reject their behavior, they will generally receive it as a rejection of them.
It's an opportunity to let them know how you stand on the issue, however, is it really the time and place to do that—by forcing them to adhere to your beliefs? Would that be beneficial to them or affect how willing they are to listen to what you have to say about more important matters (such as Jesus is real, is Lord of all, and died for your sins). Do you think they will (or eventually will) interpret it as being an acceptance that their sin is OK? They actually might, but could be overrided with an explanation, if possible. Have they come to stay at your house for moral instruction? Would you want to stay (again) at someone else's house if that was part of the "warmth" of being received into their home?
Another thing to ask yourself is, in what way are they under your spiritual authority? You could conceivably argue that it is none of your business, and the real decision you have to make is whether to let them stay in your house at all. By letting "sinners" stay at your house (sleeping separately) have you implicitly demonstrated approval of their sometime sinful behavior in some way? If they begrudgingly sleep separately, have they encountered a Jesus-like behavior or an attempt for you to remain comfortable? Having said that, it is your house, and you are in charge.
Jesus never forced anyone to behave in any particular way, rather sinners flocked to him because he was religious and still accepted them, unlike their community. However, those sinners knew they were considered sinners by the "good" people in the community. At the same time, no one could bring a genuine complaint that Jesus had shown approval of sin, even though some viewed it that way (e.g., he ate with sinners). From an unenlightened viewpoint, Jesus did accept the sins of sinners when he accepted repentant sinners (and then forgave their sin) rather than treated them according to the Law. Jesus frequently demonstrated he was "against the Law," and yet he never actually was.
Above all, love each other deeply, because love covers over a multitude of [your] sins. ('your' inserted by me, 1 Peter 4:8, 1984 NIV)
I'm not trying to provide one-sided support for letting them do what they want. I figure other people will cover the reasons God might not want you to allow it. It's very situational and depends on your relationship with them. Only you can decide what you should do. In the context where they are new Christians, and you don't feel you have the right to direct their behavior, Paul wrote to accept him whose faith is weak. (You might read Romans 14.)
By the way, lest anyone fail to consider it, it is not a sin for them to (just) sleep together!