I suppose the answer to this question depends on a) love and b) cultural acceptance. Would love as we currently define it allow us the opportunity to love an alien? Also, should aliens come to be known as real, would growing cultural acceptance over time lead us to feel as if aliens are, for the most part, like us? This is assuming that we have a future like that of, say, Mass Effect, or something of that nature.
If those two questions can be answered "yes," then I don't see why one could not love and then have sex with an alien.