At least Lae'zel is clear and direct about it. In the case of other companions I initially went along the romance path unknowingly and unwittingly, thinking that they are just being friendly.
How do you guys go along with the romance unknowingly and unwittingly?
I mean, when Gale asked me if I want to hang out, I said yes, not knowing that he wants to have sex with me. When I realized what's going on and backed out, and the game almost scolded me for "ruining a magic moment".
I thought I had just a friendly chat with Wyll about dancing. Next times he offers to dance with me. I say "thanks bro, but no". Wyll looks like the most heartbroken person in the universe.
