Sex is alluded to constantly, and often explicitly, in the play (as when Margaret jokes that Hero will soon feel the heavy weight of her husband, and she isn’t talking about domestic violence). There’s ample talk about brothels and wedding nights (hopefully unrelated), but sex’s real job in this play is to stay in the background as a dangerous thing. The accusations against Hero are that she "knows the heat of a luxurious bed," and while there is a possibility of some on-stage sex between Margaret and Borachio, we really need to think of sex in this play as a thing so grave that it can actually cost a lady her life. Sex is the powerful lure to marriage, but in order to be a good thing (and not a mark of shame) sex needs to stay out of the play until all the marriages have taken place. Since we don’t even see the marriages, we don’t really see the sex either.