Oh, thanks for pointing that out. Did you watch the threesome scene during a fresh save or a save that doesn't have high acceptance with them? Just want a confirmation, it is most likely a bug.
Oh. I just noticed, when i go to the save where i completed the quest it shows just fine.
I have started an fresh save afterwards, and there it doesn't show, but it is most likely because the acceptance is not high enough there.
For clarification I am talking form the scenes in the memories section of the game.