FFVII does, and FFX isn't entirely closed to it. Not sure about the others (and I doubt Cecil or Rosa weren't as goody-goody alone as when out & about).
Some of the extra material revealed that Rosa and Cecil did not have an active love life before their adventures in FFIV. Rosa did love Cecil, and Cecil did love her, but as he was a commoner and Rosa was a noble, the two were obliged (particularly by Cecil's sense of honor and duty) to hold their feelings in check. This gave Cain - a captain of the Dragon Knights, of whom Rosa's father was a prominent member - the mistaken impression that he had a chance with Rosa.
sgcdonmai said: Some of the extra material revealed that Rosa and Cecil did not have an active love life before their adventures in FFIV. Rosa did love Cecil, and Cecil did love her, but as he was a commoner and Rosa was a noble, the two were obliged (particularly by Cecil's sense of honor and duty) to hold their feelings in check. This gave Cain - a captain of the Dragon Knights, of whom Rosa's father was a prominent member - the mistaken impression that he had a chance with Rosa.
bzzzzzzzzzt~ Cecil was a royal knight of the Red Baron brigade who answered directly to the king. Commoner, pfft. Hell I didn't even like FF4 and I remember that after all these years!
I remember hearing somewhere that Cecil and Rosa are implied to have slept together in the original Japanese SNES (well, Super Famicom) release. Then again, I have no confirmation on this, so it could easily be false.
Still, the entire point of Cecil's trial was to atone for his sins, so even if the horizontal tango is considered evil if not done for the purposes of procreation, he would've been absolved by overcoming his trial. And after the game is over, he friggin' marries Rosa, so bumping uglies is probably fine and dandy.
Actually I think this is all because of a scene in FF2 where a Lamia Queen disguises itself as Princess Hilda and tries to seduce Firion and his reaction is all "No, I should'nt.....but....I can't resist."