how do you politely tell a couple "no thanks" at the bar without it souring the rest of the night

ok so last saturday we were at our usual club and this couple came up to us at the bar, like SUPER nice, bought us a drink, chatted abt nothing for maybe 20 min and then he kinda leaned in like "so you guys interested in joining us in the back later." and we werent. like at all. she was lovely but he had this energy that we both clocked and we just... no. problem is we then had to spend the next 3 hours dodging them every time we crossed the lounge. she kept giving us these sad puppy looks from the couch. he just glared. our whole vibe got wrecked, we left at like 1am instead of close. f38 he 41, married 9yrs, in the scene for like 3, this is not our first rodeo but apparently we still suck at the "no" part. ive read the threads where ppl say "just say not tonight thanks." cool. that does not seem to land for some ppl tho?? like the no goes in but the rejection energy stays. how are you supposed to keep the night from going weird after. oh and also... do you give the drink back, do you finish it, do you buy them one back later as a peace offering or is that just MORE confusing. genuinely asking, were not new but were still figuring this part out and i feel like everyone else has the script and we missed the meeting