i think it's just a rumor. Similarly to Lee Chung Ah breakup rumor in Jul this year where there was speculation of her breakup with her bf Lee Ki Woo due to she does not post pics of them together in her IG.
BTW, I also noticed that SM seemed to have left TSHLYE wrap up party early. Didn't see her at some of the cast pics posted in IG. Yah., she did seemed to be busy with her phone similarly to one pic posted by her fan in IG during their visit to her and send the coffee truck at the drama shooting place.