Still on my first replay (or second playthrough), and just came to the scene where Denise meets Sierra for the first time, in some park. There's no sex (and not even very much talk about sex specifically) in that scene, but it's one of the hottest things in the game. I love it!
I guess it plays out differently (or not at all) if you don't boink the Weird Sisters, but that's my experience with it.
"It doesn't count - trust me, I'm an expert." - it's funny (and cute) too!