She probably did disapprove of them sleeping in the same bed, and I did think of this on my own, but I still think that it wasn't the OP's etiquette violation. If it's against house rules that an adult child have an overnight guest of the opposite gender in the same room, then that's a problem between the adult child and the parent, not the parent and the guest. It's the adult child's responsibility to say to the potential guest, "Sorry, but my parents aren't cool with me having you stay the night in my room. We should [get a motel room/go to your place/wait until we're married] instead."
The house rules are something that apply to house members and house members only. Adult children are in charge of handling their own guests.
Further, if guests of any age are violating house rules and the kids won't/can't manage the situation, it's up to the heads of household to say something to the guests directly and politely, not be passive aggressive about it. "Son's GF, you should know that we don't allow opposite sex sleepovers in this household. Son should have told you this." Then the GF knows the rules and should take it upon herself to obey them.