I feel like sheets over their heads represent not being completely honest, raw and authentical self. We wear our clothes to cover up and we are only naked with someone we 100% trust. It represents being covered (maybe in shame or in fear) not only physically but also mentally. I can see the desire by how they lean torwards eachother but desire doesn't equal love and trust, which are needed for healthy relationships. The dim lights also add some darkness, almost like they are eachothers only saviours but the connection is based on lust and fear (of not being good enough).