Yes, it happened, although it was actually March 25-26 in 2010 when Cafe Russe made its exit. Ridge and Brooke had dinner with Taylor and Whip at Cafe Russe as it prepared to close down. Taylor and Whip left and went back to Whip's place, where Whip proposed, and Taylor, claiming she was finally over Ridge, accepted. (Of course, we saw a year later how untrue that was during the Berry incident). Meanwhile, Ridge and Brooke stayed behind and closed down the place.
I guess the Cafe Russe set was just too elaborate to break out for infrequent use under B&B's two episode/day taping schedules, with them trying to use the same sets back to back days to save money.