Sweeney Todd is about as non-sexual as you can get, for a character who had been married and is played by one Johnny Depp. I could probably count on one hand the amount of times he even looks at Mrs. Lovett or acknowledges much of what she's saying. Even in her fantasy, he is grossed out just by resting his hand on her knee. There is no chance they've had sex at all, let alone regularly, unless she's like riding him in his sleep. Sweeney Todd doesn't need distractions, he is fixated on one thing and one thing only.
But that is my interpretation of the film's relationship. I don't doubt now that the stage versions are meant to imply more went on between the two characters.
On another note, everyone should read this if they haven't already:
The Real Sweeney Todd. I'm torn between suspicion, and wanting to believe it because of the source and well... it just seems like a story that could have happened in another time in another place.
*E*