I don't think they did, you know the grandchild of Tohru and Kyo? They say that her mother was the child of Machi and Yuki, and that Kyo and Tohrus child married her.
There are also some who say that they where cursed by the Cat and the Rat because there was a rat and a cat on their clothes or something, I'm not sure about this, so if you want to you can check it up.
But I really hope they didn't break up, such a cute couple <3

that picture is just creepy shit