I guess I can explain this better off example; Fractured Parallel has NSFW, in more of the language, gore, and violence context than the sexual manner, but like yours, it isn't until later on in the story.
What I plan on doing is having a readers discretion page at the beginning before the prologue, so there aren't any surprises and I don't wind up having any minors reading something they shouldn't be. But also yes the tag will still be present where it counts. Not on everything, but where it counts at least. I'd say its really only needed where it's important!
Edit: Forgot to mention, I am definitely not turned around by NSFW, in fact I welcome it! I'm a mature(PFT) adult!
But only if it isn't smack in my face for no apparent reason, or not even explained later on.