That what they are doing isn't impossible - if they already have kids or are married then crack on. Take the first few years on the chin and hope for some stability once the rank of Capt is reached.
Having a girlfriend (a fiancé is a girlfriend with a ring on, assuming no children) is different. If any OCdt chooses to do Sandhurst bearing that burden, then that's their choice, but my advice is to make a clean break and enjoy life.
That would be a fiancée.