They didn't do it that I know of, but it's possible. Seeing as how this is a year and a half after Gears 2 and after the 4th book though, it seems likely they'll do it this time.
Now that I think of it, they may have done it with Gears 2, but without reading the books I don't know for sure. Either way it was pretty poor. The scene in question is the ending cutscene when Marcus tries and fails to get Anya on the radio, then looks all sad not entirely unlike Dom trying to find Maria, it hints at some sort of relationship that hte game never really hinted at. Of course after her chopper shows up and she is in view, Marcus just looks like his normal self, not extremely happy of anything, so who knows.