Hey everyone, before anyone gets offended or complains, I just want to clarify and summarize how to properly unlock the scene with Murry in the bathhouse. This isn't meant as an attack on any of you.
First, you need Murry Binding Level 1. So, just help him out at the market twice. The third time, simply talking to him is enough, as the bond level will rise to 1. After that, you can leave immediately and do something else. From this point on, he appears in the bathhouse in the NARCISSUS POOL and NOT in the DELPHINIUM POOL. He simply cannot appear, no matter how many times you try. Once Gunther has shown you the bathhouse, you can find him there anytime. Murry has four dialogue options, and only the last one – "My eyes are up here" – triggers the sex scene with him. However, there's a small catch. The sex scene is tied to your SXP stat. You need at least 10 SXP to trigger the sex scene. If you don't have them, Murry will simply disappear, just like with the other dialogue options.
I hope this helped you and solved the problem =)
Crowler92