Broadly speaking, raising children to be respectful of family & elders is a really good thing. Going too heavy on it leads to situations where 'trusted' adults can abuse their positions though.
Obviously that's not what's going on here, but DS is at an age where he's transitioning from 'respect has to be given' to 'respect is a two way street and needs to be earned if someone wants to keep it'.
You need to be clearer about what it is that you have a specific problem with, and articulate that very clearly to DS in an adult-to-adult conversation as he moves from college age to university age.
If the problem is that you hold some quite strict religious views about sex before marriage, but you're happy to shove your head in the sand and sing la-la-la-la-la if you know full well it's happening at his girlfriend's house/in a car/in a tent/behind the bins in the alley behind a nightclub then the most grown up thing would be to acknowledge that out loud to him, have a bit of a laugh about it, but restate very clearly that your own personal boundaries are that they are not to share sleeping space overnight at your house.
Thar would at least salvage some element of respect for you as the person who owns the roof over his head, pays the bills for living & education, and sets the rules in your house.
Of course, it will also mean you see far, far less of him over the next 3 years, and/or that they just sneak around when at your house anyway.
And when will it be ok to have a woman sleep in his bed at your house? As soon as he gets the mystical piece of paper that says "Marriage Certificate" on it, does that suddenly make it ok for him to have headboard-banging, scream out loud sex in your house?
I'm poking a bit with the above comments, not to be mean, but to push you to challenge yourself about what it is you're not actually comfortable about. You're likely to retain far more respect in this relationship with your adult DS if you van confront your own inconsistencies honestly!
Unless they have EXTREMELY strong religious views, 18 year olds are going to find a way to have sex. It's far better to focus on that being consensual, safe & healthy than pushing them out of your everyday life because you'd prefer to pretend that they aren't.