Miranda, I like the idea that what the characters are thinking can be translated into actions they want to do: protect someone, hold someone. But “He wanted to wrap his arms around her” is still exposition. One key point, though, as you mention, is that the author isn’t naming the emotion. It’s almost always better to let the reader figure that out.
And your point about the MCs stopping to indulge themselves while the bad guys close in made me smile; I have read this scenario many times and it just destroys my belief in the story. I just don’t believe anyone would think, “We’re about to be blown up!” is a good time to get naked, and if they do think that, I kind of lose respect for them as characters and therefore interest in continuing with the story.