Fenris, Anders, and Isabela all have non-standard builds. Anders is skinnier than the default OMG!BUFF!Hawke body, Fenris's markings would have to be custom, and Izzy's assets do not match the somewhat slim default F!Hawke body.
Also, the companions were built with body and clothing being one asset, hence why we couldn't change their clothes. If you took the clothes off, they'd simply have invisible bodies. Of course modders have managed to fix this for PC players, somewhat, but the bodies/markings still don't match well.
For Merrill, they already had a corseted f!elf model from the Blooming Rose to reuse, and that's why she was the only LI to appear in lingerie.
So if you're wondering why they were still clothed, there's your answer. Not enough time or resources to devote to custom models for each, especially if most players would only romance one or two of the LIs, making the return on the investment of time and money minimal.
DAO had the same problem- Zev, for example, had a huge build in his love scene that was not reflected when he was in armor. Again, modders solved this (yay toolset!) but it isn't a new problem. All members of the same race and gender have the same default body unless a custom body is specifically created for them. Things that change the default body (i.e. a body hair mod for male humans) affects every male human in game. Give a modded Anders red-gold chest hair? Default Hawke has it too- the curtains don't match the drapes in that scenario. XD
Sadly without a toolset release for DA2, it's pretty much impossible to create and add custom body meshes to the game.
So that's the technical reason for the clothed sex scenes.
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Anyway, for me, personally, I'd like to see more development on the love scenes + gifts/conversations/kisses throughout the game for LI. And if they move in with you, you should be able to have conversations at home. I would have dearly loved to have seen interaction between Leandra and Anders, or Bodahn, Sandal and Anders. A tossed-off remark about the LOVE OF YOUR CHARACTER'S LIFE by YOUR CHARACTER'S MOTHER is woefully insufficient. Seconded about companion responses too, although I felt there was a decent effort made to acknowledge the romance- but as with every comment by every fan on this board, "We want more and better." XD We're such demanding little brats, eh?
I felt in Act 3 that my Hawke's romances should have been growing more in-depth. Fenris and Isabela come back, you can
marry Seb (and how pissed was I that I could have a chaste marriage with him, but be completely unable to marry any other LI?) but Anders and Merrill all but drop off the planet, romance-wise. The plot quests included endearments, which was nice, and that blackmail convo with Anders was EXCELLENT, but I would have liked more interactions that were exclusively for the purpose of developing the romance between two characters who've been living together for years.
And let me just say that I loved loved loved the endearments- they gave me warm and fuzzy feelings.

I like Anders' romance because it clearly demonstrates his constant conflict within himself, between duty and love, between the driven personality of an emotion-fueled spirit and his own fallible human self, between fear and desire. The push-pull of "I love you but we shouldn't" is a very nice indicator of his own conflict and inner torment. And it doesn't really matter what reassurances Hawke gives (and she does have the opportunity to do so; the aggro!reply to "I'll hurt you" in Act I is a confidently declared "I'm a big girl, I can make my own decisions.") What matters is that Anders remembers killing and
eating the Warden!Templars before his flight to Kirkwall, he remembers killing or almost killing a certain mage in Act II, and as a human being stuck in a situation over which he has no control and no way out, he's afraid of hurting the one person he loves most.
Hawke can't magic that away with reason, because Anders clearly believes that he/she doesn't understand the situation, or how they should be running away screaming from him. He says "I have no control around you," and for him, losing control is the most terrifying thing he could do. The "You take a grave risk in trusting me" and "I don't know whether to cherish every moment at your side, or fear for your life to have me there" lines exist for a reason.
And I think it was really excellent of Bioware to have him continually protesting, allowing Hawke the choice to walk away, because in the endgame that's what the player who romances him remembers- every moment, every uttered "I'll hurt you, I'll lie to you, I'm a monster, there's no one in Kirkwall I wouldn't kill to see mages free" come back to haunt the player (who probably waved away his protestations as drama and not as the real warnings they were.)
And if a player is upset that they can't have a "nice, normal" romance with the possessed mage, waving away his fears and crushing him to her loving bosom, well, methinks they might have missed the point. That was the same with any Warden other than a Cousland romancing Alistair, too. That was the point of King Alistair and his Warden wife never being able to have children- the romance survives, but the line of succession is in dire peril, and civil war imminent with the King and Queen's death. Heck, the Word of God stated in an interview that the Warden might only live for fifteen years instead of the maximum of thirty due to Archdemon proximity and the Blight, and Al's in the same boat. And how gut-wrenching that the only child he might ever have is a witch's son with the soul of an Old God, to be raised far away from him and never to inherit the throne. I'm not even an Al-mancer and I LOVE how his romances have massive pluses and minuses.

Some romances hurt so good, and that's what makes them memorable, heart-wrenching and cathartic. How amazing to be filled with emotion over a video game!
YMMV, but that's my .02.