For the love of... It's the first act and what we see is only the start of the relationship. Just because it starts with sex doesn't mean it doesn't evolve, and it differs from character to character. Just be patient.
I'm of this opinion too. The 'romance' at this stage is a 'getting to know you' roll in the sack. Hopefully a deeper relationship is possible with at least some of the Companions as the game progresses.
Although, I'm not sure I want to pursue that option with the current crop.