Hmm… I do think Grindelwald misses Albus, but I don’t think watching the two sisters would fill that need for him. I’d more picture him going to Credence or one of his male followers in that case.
Mostly I just think that Gellert has no concept of boundaries. Queenie brings Tina back to Nurmengard, and OF COURSE Gellert is going to watch them when they think they’re in private to make sure he knows what’s up. And he’s not going to just STOP when their touches start to linger, when they lean in close, when their lips meet and clothes start coming off. He’s going to slowly smirk and go oh, that’s how it is. And two women having such caring, intimate sex is certainly nice to watch, so when his trousers get tight he’s going to stroke himself to the sight of them. And yeah, I do think he’d enjoy seeing Tina’s slow and torturous fall, knowing how she’ll always be tied to his cause after this, and seeing two such “good” and “moral” people succumb to something so taboo.
Personally I don’t think he’d join them though. I think he’d treat it like a porno he was mildly interested in, lazily getting off while it played in the background. He’s not particularly attracted to either of them, but watching sex is arousing anyway. He might watch them again if he was in the mood for something visual when he wanted to get off and they happened to be going at it. He’d probably enjoy talking to Tina later on though, and seeing the blush spread over her cheeks whenever she looks at Queenie.
But mostly – no boundaries. There’s no privacy in Nurmengard. He probably watches Credence jerk himself off too, and I picture him enjoying that quite a bit, and seeking out opportunities to watch more than he would with the Goldsteins.