I think moving in together after 4 months is pretty early, but it might or might not work for you.
There are upsides to moving together even if you're not in a relationship. I don't think moving together with others will "out" you. I know plenty of people who live with friends, some of them all single, some of them in one or more couple, and if more is going on I've never thought to wonder about it until now.
The economy is usually a good thing to blame, but with 5-6 bedrooms it's hard to believe it won't cost you more rather than less, so I'm not sure if that will work. The blues thing though would probably be enough for a lot of people to believe.
Keep talking it through... and people who have moved in with more than one partner will probably be able to give you better advice about that aspect of it, as I never have done so personally, but from what I hear it always takes some adjustments.