"you're always supposed to wait for the guy to make the first move...right??"
Sorry but IMO that is sexist BS - ANYONE can make the 'first move'.
It looks like what you have here is great, just carry on enjoying it as is and if something more intimate develops naturally then so be it - don't feel pressured by what you believe to be "the done thing" is all I'm saying.
"We hold hands, lock arms, and cuddle frequently" - sounds great to me !
Having said all that, there is nothing wrong with you if you feel like you want 'more'.