They said the rape word a couple of times and it alluded to that women where being rape. There is some character romance, but short of that there is nothing. I found the sexual themes thing odd too but I guess they are there.
The subject of was sex barely hinted at and was never shown. The word rape was probably mentioned once when Kenny said you might as well leave a sign saying the men are gone come and rape our women and children.I don't think that a warning was necessary. You see far more sexual content in pre-water shed programmes and pg-13 movies. The only scene in the game that I can think of is when you see the doctor zip up his trousers but you don't see him have sex with anyone, he could just as easily have been taking a piss. The idea of him having sex was implied but it wasn't shown. A child playing the game wouldn't have picked up on it. Oh yeah and Carly kisses Lee on his cheek if you kept her alive in episode 1 that is. I think Telltale probably had to make cuts so the game could past certification in all regions.