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We (2 of us) have sailed on three of the Millennium-class ships, all with a balcony & sofa (didn't know it turned into a bed) & there is no didvider. Checkout on Celebrity's website 'contact us' to find out if there are dedicated cabins that have or could have a divider.
No there is no curtain.
It is not normal to find a ""divider" in a cabin as it reduces the amount of room avialbl.