I think there just wasn't a need to write about the sex. It just really didn't come up. Weather Elend and Vin were having sex before being married (I guess not) didn't effect their feelings for each other. Maybe he did it just to show the last few walls between them, maybe it was a vestige of his personal feelings on that matter, conscious or not. Elend is described as being attracted to her a few times, and she's described as being good looking. It's enough for the reader to get the idea. It's just not a story for that aspect. Personally I kind of enjoyed it that way, in that the two of them were together without that tension, implying they were comfortable enough with each other not to become smoldering blobs of hormones.
Truthfully I think you're reading to much into this area of the novel. Straff was definitely a deviant, and a terrible man, but I'd hardly call the only character shown to treat sex thusly enough to call it a trend or an ethical ruling on how the world worked as a whole. After all, when you get down to it he, Elend and Vin were the only ones in anyway expressly said to have had sex.
Also, to be frank reading a sex scene makes me feel uncomfortable and a bit voyeristic. Especially if I'm reading in a public place. It rarelly adds enough to a story to make it worth the rest as far as I'm concerned.
As for religion, he discussed before how important he felt it was to write characters who's views conflicted with his own, and to make sure they came off as truthful in order to give things variety and to keep the characters from being mouthpieces for his views. At least something to that effect.
Personally I'm an atheist and I'd rather see characters of various and conflicting faiths, and/or the lack thereof in order to make things more realistic and interesting. I know if I were to write anything, I'd mix things up. I wouldn't make my views the only ones worthy of notice unless I was trying to push a singular message, which I doubt I would want too. That would just get overly preachy. I'd rather relate my own conflicts on what's right and wrong rather than show everything through the lens of my personal resolution. Also the challenge of showing somebody ELSE as right interests me greatly.
Wow. Really? You really think Mormons are that close-minded? He's an author. This is fiction. There's nothing contrary to his beliefs, it's not hurting anyone's spirituality talking about other faiths in a fictional world. And anyway, Sazed is probably the character that religious people would be able to identify the MOST with--simply because of his search for the truth in HoA.
Oddly enough considering I just said I'm an atheist myself, I feel the same way about Sazed. He came to conclusions different from mine, yet his path to it and how the resolution made him feel about it really jived with me. I think I liked how (I think) Breeze said it: "You're just not meant to be an atheist." Different people have different ways of thinking which make them work the best as people and give them the most peace with the world, and Sazed found the path for him, which I think is really the most important aspect of things.
PS: Somebody really needs to add "Elend" and other Sanderson invented names to the spellcheck.