Not familiar with how the Big 4 handles this…but a couple thoughts….
2. Would you ask for the private room if your boyfriend wasn't coming? If not, then I wouldn't in this situation – you can hang out in his room if you'd rather, but if you asked for a private room since you didn't like sharing, and then had your boyfriend show up, that would look highly questionable! However, if you just don't want to share (I wouldn't like that idea either…), then you might consider asking for a room on your own. Another “however”, from what I have gathered, Big 4 employees often share rooms when out on audit engagements, etc., so this might be something for you to think seriously about.
I had one job that necessitated about a week and a half of out-of-town training, and my boyfriend did come to visit me…but that was after I'd been there and knew for sure how free my evenings were, that I had my own room, etc. Given that your trip is just 3 days, I know you don't have that luxury – I just mention this to say that I have had company while out of town for training, and it didn't cause trouble, since I did have a room to myself and no “homework” in the evenings during that part of the training