This is absolutely not correct. You can sleep with Lae'zel looooong before the party.
As far as I understood it during my playthrough because I had more or less the same setup: the game "blocks" other romances from happening when your character is involved.
When I talked to Lae'zel somewhere during act 2 saying that our little fun was ending, suddenly, Gale, Wyll, Karlach all woke up and asked me out. Just needed to turn down the first two and go with Karlach.
