No i'm not joking. David Cage, the director of the game, said that on the GameFaq's Board. The ESBR requested them to remove the sex scenes in the game and even remove them from the DVD entirely. The thread got deleted though, because of unclear reasons.
After having seen the scenes, i'm not suprised. It's not that you see anything happening, it's just as in a PG13 rated movie - but this is a game and then it's a problem.
You might want to wait for confirmation by Atari or some US reviewer. I'm also not sure if Europe really gets it uncensored, because the game got delayed a week. But I think that has no relation.