I do remeber in historical records noted that Henry and Anne of Cleves having supper from time to time together. Eventually over time Henry got to know Anne and respected her but there is no hints of romance, that is what historians portray. The series did confuse me on the night in bed, though may be they are trying to hint at the dinners that they shared as something more. Still odd in my opinion.
Though after Katherine Howard was executed there was the option to remarry Anne of Cleves but Henry never took the choice into consideration. It would look silly to marry, divorce, and remarry the same person. Let alone how that would have been viewed by the people of England in the time period.
Anne did contiue to involve herself with the royal children also, Elizabeth and Mary the most. Anne lived into Elizabeths reign and was present at her corination.

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