The same thing happened to me and it was very disappointing. I thought it was a bug, but it doesn't seem to be the case. I think Larian exaggerated too much about how the sex scenes would be before the game came out for how they actually are in the full game. I mean, they're not bad or anything, but they're not at all like they said they would be. I think the most explicit one is Minthara's, the rest of the companions sex scenes are a fade to black after some kissing and that's it.
