I have been wondering about this for a while, especially having played Fate/Extra. In it, regardless of the gender of your player character, her responses and affection towards Hakuno don't change at all. Also, while Iskander's sexuality was never really brought up as a topic in Fate/Zero, an interview with Nasu and Urobochi indicated that the Fate interpretation of the character was also bisexual. I do recall Mikiya hinting at being pansexual when a topic arose on whether he'd still have affections toward Shiki if she were male. (Though I can't remember what his response was, or if he gave any at all)
What other examples can you think of and point out in this regard?