Yes, I think there is, though maybe it's a question of "proving it to whom?" If by "proving his masculinity" you mean "to himself," I think that requires a level of sophistication and self-awareness--not to say education--that I think Ennis lacks. I never bring my copy of the story with me to work (Lord, it's been months since I last wrote that statement! ), but I think I remember that in the blurb on the jacket it says that Ennis and Jack marry women and father children "because that's what cowboys do." That's what people do in Wyoming--and probably anywhere else in small-town America--in 1963, and probably still do in a lot of places today.
Nice to see you around on a thread that makes you feel the need of your book, Jeff!
Anyway, are you saying Ennis isn't capable of needing to prove anything to himself ever -- or just in regard to getting married? If it's the latter, I agree; I think he gets married sort of automatically, because that's what's expected of him. Otherwise, though, he spends a lot of time trying to prove to himself that he "ain't queer." He's concerned about keeping up appearances, too, but it's his own self-image that's most at stake, even if he didn't hear that concept from Dr. Phil.
As for whether he sleeps with Cassie, remember that according to the timeline of the movie, anyway, they've been together for something like FOUR F'IN YEARS. If they hadn't slept together by then, I think what Cassie would have said in the bus station is, "Oh, I got you about three and a half years ago, Ennis Del Mar." That is, I think she'd early on have begun to wonder what's up, at the very least, most likely would have figured it out pretty quickly and in any case probably would have been out the door long ago.
But sleeping with Cassie or Alma and really WANTING to sleep with Cassie or Alma are two different things. He must have made it convincing enough, because neither woman seems eager to split up. But neither movie Ennis nor story Ennis seems very excited about the prospect of sleeping with women. I don't really believe story Ennis when he says, "I like doin it with women." At least, I don't think he likes beyond just the opportunity to, well, you know ...