We investigate the thermal properties of interacting spin-orbit coupled bosons with contact interactions in two spatial dimensions. To that end, we implement the complex Langevin method, motivated by the appearance of a sign problem, on a square lattice with periodic boundary conditions. We calculate the density equation of state non-perturbatively in a range of spin-orbit couplings and chemical potentials. Our results show that mean-field solutions tend to underestimate the average density, especially for stronger values of the spin-orbit coupling. Additionally, the finite nature of the simulation volume induces the formation of pseudo-condensates. These have been observed to be destroyed by the spin-orbit interactions.