Since Henry is clearly stupid and/or Storybrooke has terrible sex ex, I think they tell him that they're going to be living together and it's only much, much later that they end up telling him that they're not just roommates.

"Since Henry is clearly stupid" sums up a lot about Once tbqh.

And yeah, I could definitely see them breaking it to him slowly. I also kind of see Emma having such a huge moral quandry about how and when to tell him, that they wait too long and he just ends up walking in on them.