Sad =0(. Well their relationship was bound to be explored sooner or later, and I guess now was the time. Honestly, as much as I felt Sierra and Shirou were the best "couple" that's been introduced so far(though no doubt Lotte and Chris are pretty up there too), I thought this was an interesting way to end things. The approach leading up to the potential sexual encounter was very well done, and their feelings were properly communicated during the entirety of the encounter. Unfortunately it was not meant to be, at least for now, but I can appreciate the level of maturity they had with each other, given their feelings.
On a different note, with no Sierra(not that she got in the way of the other girls or anything, but still) I suppose now this opens the door for Cecily to step up a little(and maybe Rouge too, she hits a bit of a sweet spot for me >=09). Can't forget about her eventual confrontation with White Worm(assuming they'll fight due to their backgrounds).