Yes. Like
@DarthSeduction said, it's really difficult to do in a visual novel-like.
If you take
@FFCreations '
Freeloading Family, the MC not having sex with Leah change everything to the story. With the sex, it balance the relation ; Leah fuck the sister, the sister fuck the MC, and the MC fuck Leah ; everyone is happy. Without the sex, either Leah drift apart and slowly disappear, or Leah and the MC end being in competition for the sister ; both leading to the none apparition of Leah's sister. They are two totally different stories that can't be told in parallel.
It's also something difficult to handle in incest games, like in
@Perverteer 's
Sisterly Lust (with the third party's incest patch). Like you have the possibility to have or not a relation with each member of the family, he will have a hard time ending the game ; not that I don't think he can do it, just that it will be a long work to do. Being the third wheel isn't easy, but imagine if it's because the MC fuck your two sisters and your mother... but not you ; apparently you're not worthy enough of his interest. Same for the mother. Not only she have to accept that her son have an incestuous relationship, but she have to deal with the fact that this relationship imply more than one of his sisters. By chance this particular mother is open minded, but still.
And it don't limit to incest, as long as you can romance more than one character in a familly, like in
@CheekyGimp 's
Where the Heart Is, it will be difficult. Will the mother accept that the MC have a relationship with both her daughters ? Can Katie really accept that the MC have a relationship with her sister, her mother, or worse, both but not her ? And you, Hopes... Is Cordia ready (i'm sure she is) to deal with the fact that there will be something between the MC and, both Luna and Gracie ? And Luna, how will she deal with it if the MC have a relation with her sister and her mother ? [Pretty please, would you kindly make it happen ? Since the night she caught me, I really want Cordia to be my mommy.