I have also noted this issue. Basically, I give my combat team Miko robes and never have sex with them. Their lust goes down to about 20, which doesn't give any combat malus. It does seem odd that having sex doesn't decrease lust. That's not how it works in the real world (not sure this is a valid arguement in a fantasy game). On the other hand, if some one likes having sex and they aren't getting any, one would think their lust would go up.
Weird, that. The only instance in which I can understand "no sex -> no lust" formula is when a person is a virgin (like Cali and Zoe in my game). You can't miss what you've never had.
(Good idea about a celibate team, why haven't I thought of that? Though while I level up Cali and tame a captured lvl 11 arachna to replace my guys in combat, I'm stuck))