I can't speak for all of the directors, but I know that a lot of directors shoot a "hardcore" version and a "softcore" version while making a porn. The "softcore" versions are purposely shot in such a way that companies like Cinemax, HBO (etc) and certain hotels will purchase them for their customers to view. To make a "softcore" version, they just change camera angles, avoid penetration, etc.
So, to answer your question...they might not be having actual sex in the specific scene that you're watching on HBO (although they
could be :dunno
, but,
chances are, they're having sex in the "hardcore" version which you won't get to see on TV.