It is possible that a consensual relationship, even though it is between a supervisor and an employee, may not be against your organization’s policy, let alone considered to be “harassment.” It should state in your employee handbook and/or company policy manual whether or not such behavior is deemed inappropriate. If sexual relationship are not identified or prohibited in the workplace, then the real issue left is the awkwardness that this particular relationship is having on others. I’ll come back to that in a minute. If there is a policy that prohibits sexual relationships in the office, then HR has a responsibility to act. Keep in mind that just because you have not seen this situation get addressed by HR or your boss’s boss, doesn’t mean it is not being addressed. Again, is it in the policy manual or not?

In your brief description of the situation, I didn’t get the impression that you have talked to HR or, more importantly, to your boss about the situation. You asked what your next step is. Your next step is to do what you’d want someone who had a problem with you to do and that is to talk to you about it. So talk to him/her. Tell him/her what you believe to be true about his/her relationship with a coworker and let him/her know about the awkwardness that you feel as a result. I suggest you don’t go in as a representative of the group but instead only represent yourself. Let the others talk to him directly about their concerns themselves. It is the respectful thing to do. As you can tell, I’m not a big fan of going behind someone’s back to complain if you have not first talked to the person directly.