I'm guessing her scene will come later in the game. For Astarion and Lae'zel, I get the feeling that sex is just the beginning of their romance stories. Shadowheart not jumping into bed with the player straight away just means you'd have to wait a bit longer for your special scene, that's all. Her "first date" kiss scene as it is right now, is very sweet.
Maybe it’s expanded in the future and gets more interesting. Right now it’s just like some silly teenager’s romance.
Well, shadow is kinda silly teenager ...
I believe its only right that some companions are a bit more reserved than others, it makes them more believable. :-/