I can imagine the three best friends all hot for the same lovely witch, and when their friend Potter won, Sirius and Remus were crushed and happy for James at the same time. And in sort of a Lancelot-esque martyrdom, each refused to love any other woman but Lily.
Nah. I'll bet Sirius made the rounds, at least.
But you're probably really right about Lupin. He just wouldn't put anyone he loved at such risk.