Thank God, that didn't happen. Storm's character would've never recovered from that. Plus, you have the "Jezebel Stereotype" that black women are often saddled with, which would make the optics even more fucked up.
I do remember people wondering if Storm and Cyke had sex in the Blackbird in X-Men Unlimited 1 (Rutdog's most hated issue) by the way the panels were set up. But I believe they were just resting. Plus, Xavier was right there--and that would've been ew. And most importantly, Storm was sick and was probably not in the right state of mind.