There is a lot of implied things going around. I mean FFIV pretty much defines Cecil and Rosa's relationship as "lovers" and she does have free access to his room despite him being the adoptive son of the king. Seifer and Rinoa were implied to have been hot and heavy when they were an item. Firion is pretty willing to jump into Lamia's trap as she seduces him disguised as Princess Hilda. The last one has even earned the poor guy the eternal nickname in Japan as "virgin" from what I've gathered.

VII has sex everywhere compared to other installments, and Zidane is pretty much a horn dog for most of Disc 1 of FFIX, several times trying to touch Dagger's "goodies" to both her and Steiner's dismay. Tidus and Yuna recreate Maduin and Madonna's love scene from FFVI,

Wakka and Lulu have a baby in FFX-2 so you know what they were doing between FFX and X-2, and I find it hard to believe that Balthier and Fran's relationship is simply "professional" after the game's ending and some of her commentary in Revenant Wings (*cold shiver* ooh... Revenant Wings *shudders*). So I would say it's happening, but much like going to the bathroom and regular meals, it's not something the game designers bother showing.