(One reason why clergy fought tooth-and-nail against the law allowing you to marry your dead spouse's sibling was that a lot of unmarried Victorian women had to take refuge with their married sisters, and they did not want the master of the house to think she was sexually available.)

Note the implicit Tenchi Solution with which Wilkie Collins resolves the romance in The Moonstone. This must have sometimes happened in real life as well, with a literal menage a trois -- sometimes more, sometimes less sexual. Collins couldn't, of course, make it clear how sexual was their arrangement, but it is plain that there was at least extremely strong affection on the part of all three of them.