Yes, they can, if the sex was allegedly with some other employee, a supervisor, someone you supervise, a customer/client, some government regulatory or official who has some power over the business, or a vendor/contractor...that is, if the alleged sex occured with someone with a connection to the business, since anything that could affect the business may be the businesse's concern; and HR in particular has a legitimate interest in anything affecting employee relations, moral, or the possibility of the business being sued, since, for example, sexual relations at work can often lead to claims of sexual harassment or discrimination.