He has a respect for others privacy like he covets his own so I don't think he really will ever go into her room (or attempt to) unless there is a very good reason for it/in a case of emergency. Yuffie might be surprised eventually to learn that he's not so much of the monster she thinks he is.

While not camera-shy, Sephiroth is like one of those people that feels wrong being told to 'say cheese' for a camera and doesn't generally like having his photograph taken at all so that will be a very fun thing to happen.

And then Yuffie is inadvertently responsible for Crystallis-versions of the boys' fan clubs - except these fans are all about the photos-in-compromising places