I think, to Carlos, sex is part of his journey to feeling comfortable with himself because his libido and sexual experimentation is an important part of his sexuality
I'm sure he'd prefer someone more discrete or less boorish to have that experimentation with, but to a certain extent, there's freedom in Dan because he's not going to judge him for anything he says or does
Really, there's freedom in no-strings-attached sex with someone who's receptive to anything
(And it's not like he's going to be having sex with Dan in public or holding his hand or anything, so sex with Dan in Dan's room is decoupled in his mind from the more public aspects of gay affection)