In ME3 Kaidan makes a comment to Shepard that he didn't wake him that morning. Shep replies that he didn't want to disturb him and Kaidan's like, "Next time, wake me" 
Also Steve hints that they're going to be doing it later after you hook up at the club.
These were both romances that can only start in ME3. I'm not sure about the other romances.
Anyway it was my impression that they were doing it all the way from the Citadel Coup to Chronos. It just wasn't on camera (for all LIs). I don't mind having the sex scene at the end. I quite like the idea of a night of passion before "The Big Mission".
As devs have said that choreographing intimate scenes is a nightmare, I say have one big smooch when the romance begins followed by a tasteful love scene somewhere near the end of the game.
What matters more to me is that the game recognises you are in a relationship periodically throughout the game. Little things like your LI being overly concerned when you come back up from the ocean in Leviathan go a long way with me.
Not a fan of the repeatable "press button to have sex" mechanic. I think repeatable cut scenes are lame but I suppose I don't care if they're included as I just won't use them. Also the fade-to-black "dates" from DAI were the worst.
Inquisitor: I just wanted to spend some time with you.
LI: I'd love to.
[fade to black]
[return to scene]
Inquisitor: I've never had so much fun in my life!!
LI: Me neither!! Oh Boo, how I love thee!
Okay so I'm making the dialogue up you get the idea.