Without abandoning the character's vapid cover, Anthony Andrews manages to give Sir Percy a hint of something deeper when he is around Marguerite. He is boisterously happy to woo her and lets her believe that there is, in fact, "more" there.
When they marry and he comes to believe that she sent a family to the guillotine, he retreats entirely behind his adopted persona. Marguerite rightly perceives him as hiding from her. But the lover is still there.
This double or, rather, triple face is only possible because Andrews is that good. He manages to give Percy an aura of sincerity no matter what he is doing. When Marguerite complains that she can't confide in him, he is truly upset. He manages to convey that underneath all the frippery and shifting attitudes, a base personality remains.
Generally speaking, however, I don't buy it. The history of spies reads like the history of die-hard grifters. Le Carre's version of spies--and for that matter, Andrew Robinson's Garak in Deep Space Nine--is much closer to the truth. In one episode of Deep Space Nine, Garak keeps telling stories to the doctor, as if he were four or five different people: soldier, friend, traitor, exile. All of them are true. All of them are lies.
The slipperiness of an entire personality being constantly in "code" doesn't bode well for a relationship. Though it may be true that one person can never totally understand another, the sheer bewilderment of a person never being one thing--no base personality--would make it difficult to go forward with that person...
Loid [using Crunchyroll's spelling] and Yo are exceptions here, of course, since they are decent, family people who just happen (oops!) to be a spy and assassin rather than a spy and assassin who are trying to pretend to be decent people.