they haven't. but they have published things that have either implied it, or been heavy on lolicon style fanservice.

tsukihime implies that len and shiki have sexual content in the original vn. melty blood react pretty much blatantly confirms that white len and nanaya shiki have definitely fucked. and there's prisma illya, the fate spin off that's ostensibly a magical girl series but is really heavy on the fanservice of the main girls.