We learn in their scene together on the balcony of Lorelai’s childhood bedroom that this is where Rory was conceived. As Rory was born in late October, it means that Lorelai and Christopher had sex outdoors in January, which seems ridiculously cold and uncomfortable. They then recreate it by having sex on the balcony again, this time at night in early March, when it is still very cold in Connecticut. I’m not sure the Californian writer, who had only visited Connecticut in the summer, really thought this one through.
From what we see of Christopher in later episodes, it seems to be one of his less endearing qualities that he is quick to make a move on Lorelai whenever they are together and she is in an emotionally vulnerable state – in this case, crying after a terrible argument with her father, and drinking tequila that he gave her. It makes you wonder if this is how they originally had sex as teenagers. Did Christopher wait until she was at a low point after a fight with her parents, then ply her with alcohol?
In any case, it’s a horrible thing for both of them to do to Rory, as they go off to be alone together just when she most needs their love and reassurance. (It’s done so that Rory can have a touching scene with Emily, but still makes Lorelai and Christopher look bad). Rory is old enough to wonder where they went, and shrewd enough to make a guess as to what they were doing, as her questions to Lorelai show. For a child who obviously secretly longs to have her father in her life, it’s cruel to give her that kind of hope that her parents might be getting back together.