(just to clearify this part: Akihito initiated it himself, so he was in that extra into it and wanted it, apart from that:)
There's several space-time-evidences that Sensei put in to show that this is not really happining in the reality of the characters - it's as best Akihito dreaming.
1.) This is after Akihito and Asami moved in together (or rather Akihito 'was moved' in with Asami). So this means this happens AFTER Volume 5 and the incidents on the Casino Ship/Akihito's abduction to Hong Kong.
But in "Pray in the Abyss" before contacting Fei Long, Akihito states that he has not met Fei Long after him and Asami left the Casino ship.
===> If Akihito and Fei Long did not meet between the end of Volume 5 and the start of Volume 9, then there was no space/time when the Hot-Spring-Extra could have happened.
2.) In the last panel there is Yuri with an eyepatch together with Mikhail. Yuri received the injury that led to the eyepatch after Volume 5/the Casino Ship - very likely when Asami shot him and he fell overboard. So this is AFTER the Casino Ship incident.
In "Pray in the Abyss" Yuri and Mikhail meet again and talk about how they did not see each other after the Casino Ship and Mikhail had taken Yuri to be dead.
===> If Yuri and Mikhail did not meet after the Casino Ship, they definitely were not in an Hot Spring together
3.) Apart from all that, all three (Akihito, Fei Long and Asami) are completely OFF-CHARACTER in this.
Hence: This is pure fan-service. If you like it, enjoy it. If you don't ignore it.
But it's absolutely not in any way a part of the main story.
I dropped it because there were so many sex scenes tho the plot wasn’t bad, and seriously I hate seeing the top letting his uke have 3P with other guy so yeah.
But now seeing the uke has changed, I’m gonna continue reading it from the newest chapter from now on, this shit needs some good plot twists and dramas afterall, I’m curious what would be the reason for his sudden change.