I dunno, his relationship with Tonks seems a bit... I don't know how to describe it... more comforting than romantic/soul-matey. But that's only my impression. (I like Tonks, however). Or, as other people have stated, maybe Lupin *is* bi. It just seemed to me that JKR made such an effort earlier to establish a tight bond between Lupin and Black; but such a bond doesn't have to be sexual, really. I'm disappointed she didn't give Lupin more to do in the later books, especially as she said in an interview that he was one of her favourite characters :-(