Hmm, I haven't played it but it looks like Record of Agarest War 1 & its sequel may have what your looking for (if JRPGs with implied sex is enough for you). Apparently the games have a "Soul Breed System" where you pick a bride at the end and later play as your offspring.
Quickly gonna debunk this. It doesn't look it when you purchase it, but the waifu is
very strong with this series. And the implied relationships aren't so... well the reasoning for Agarest 2 is "since you failed your mission you
must breed with one of these three chosen women and make a child to carry on your burden. Because fate says so... And fate also doesn't care whether you like each other." There's a library where you put unlocked photos of the female characters in various compromised positions. It's that sort of game. The plot's actually pretty good, but if realistic, heart moving relationships are the goal, this isn't it.
'what do you mean massaging lolis in a bathhouse minigame isn't a character bonding moment?' -Agarest War 2
I appreciate it. I just wish they had plots that were epic and could be taken seriously but just so happen to have mature adult relationships in them. Most that do have sex in them just seem to use it for a selling point not for plot of character bonding.
You're asking a lot; good luck finding a
good game with both. If you willing to diversify, I suggest giving Eroge a try. Some have more game-y gameplay, while others are little more than visual novels. Anything by Key (Clannad/Kanon/Air), or Katawa Shoujo is a good place to start on the visual novel side. Type-Moon eroge (Fate/stay night) have a little more gameplay. All but Katawa Shoujo have anime adaptions because they are popular- the originals are always better though.
If you wanna talk more about relationship-y games and your woes in trying to find them, I suggest you new topic it. (Also someone please tell me if I just used 'diversify' wrong)