Thanks for the answer.
I'm not a native English speaker (the guy who posted that is, though) but I kind of thought that the expression could possibly mean something along the lines "heading off to the sunset". Is it possible that is the meaning? Though to be honest, of all the people I've asked not a single person came up with such interpretation.
Failing that meaning, the only other meaning that appears believable (and in agreement to every single response I got from everyone I've asked) is "going to a secluded place to have sex with the 2 cowboys" either as a joke or with literal meaning.
Everything else in the post appears to be put in a slightly humoristic way but directly true. Ex, they did have a flat tire. They did pass through 10 diners. Etc. So one would expect that the line about Mary being taken to the hay bales to also be direct truth. Additionally, jeez, that's such a weird joke to say about a woman and post it in public on facebook...
On the other hand, that being literal... Jeez, heading off somewhere secluded to have sex with 2 unknown guys in an unknown place. And doing that in sight of the group of male/female friends!? She's a strong independent woman, they were having quite an adventure, tired, feeling adventurous, probably softened up by the heat, etc - but still, jeez... And, again, upon seeing that his friend (friend?) exposing that in a public post on facebook? Jeez...
It's pretty obvious "Mary" (not her real name, not the real post) is a woman I'm in love with. Not only am I not a native English speaker (and kind of thought that could mean "heading off to the sunset"), I can't even think straight about what it might mean.
Even though questioning the meaning of the expression stemmed from my insecurity, this is still a valid question about English expressions and interpretation of meaning - thanks for the answer.