That's true. This grouping of characters for a sex scene has always seemed like it was a pipe dream because Sage hasn't been presented as that type of girl. She might be, and maybe she's got a hidden, kinkier side that she can now let out, but she also may not be too happy with them for doing this and it may be how she finds out he's been fooling around with them, which she may not take too well.
The expressions on Quinn's and Riona's faces are what get me though and the way they seem to be presenting themselves to the MC right in front of Sage, which feels like really odd behaviour, especially from Quinn.