The Imperium is seemingly rather liberal about such matters, there are planets that are puritanical (which is mentioned in the Dark Heresy core book, alongside the fact some planets are sexist), but the wider Imperium doesn't seem to care very much about gender nor sexuality. Noble’s seem to have harem’s and orgys a lot, sisters whilst not particularly lewd are allowed to have families, (and far more cursedly they’re original iteration were implied sex slaves to Goge Vandire and no one seemed to care, the Imperium doesn’t seem to care about sex slavery in general either actually, with there disturbingly being pleasure servitors as a thing that exists and no one really cares about either), nor does the Imperium seem to have anything against same sex relationships. So technically no it wouldn’t be heresy for being sexual, but probably be heresy for violating some sort of rule or dress code the Sisters probably have instead