I agree, it was curious how there wasn't a lot of commentary from our companions in the final release.
Mind you, in my own personal experience, Shadowheart's dialogue did acknowledge your relationship directly after the fact. It also gets progressively more romantic, the higher her approval gets and based on other options later on, which makes it relatively easy to see that the romance is still active.
That said, you also have Withers eventually asking about your love life at some point during Act 2. That was amusing.