It's possible. His younger sister seems too oblivious to know if the dog was doing something to her. The mother is hella passive. and the older sister seems to have experience pleasing and being pleased by animals. So I wouldn't be surprised if each of them had experience prior to the start of this game.
From attitudes, thoughts and reactions shown in the game, reasonably sure Lucille and Martha had zero experience with getting freaky with animals until the story starts rolling with the MC's arrival - Vera and Mia
maybe, but i'd say touching or stroking at most.
All of that said, while it's a coin toss with the horse, the dog's overall behaviour makes it quite clear
someone has
trained it into doing sexual acts to women - and considering Doyle was pretty much powerless to do anything before the MC got him the right occult book to help, my main suspect would be the "mysterious dead relative" who left the manor to Martha - whom i believe might have been Doyle's younger sister in her old age. Damn shame we'll never know for sure with the game discontinued.