I got the impression from Alex's sex scene in 0.6 that she had been a virgin. Otherwise I'd agree with you.
Really?
I got the opposite impression actually.
I've always found it peculiar to fetishize virginity (my real life experience has always been taking a girls cherry is boring, awkward, slow and she usually doesn't know what she wants in the sack until she's fucked a guy or two anyway, I digress).
My guess for who still had her V-card at the beginning of the game would have been
Almost certainly
pure
Annie - for sure, she's practically captain of the good girls club.
Luna - Literally a social outcast and unable to touch anyone (on the hand or anywhere?) without visions. It's a safe bet she's still cherry, though not impossible (I would actually think it would be cute if Orion WAS her second).
Potentially sexually active
Nova - this could be a technicality as it wouldn't be unrealistic to imagine she's had sex in the kink server in Eternum. Nevertheless she straight up tells us she's a gold star during the polygraph.
Dalia - She said 'he's the one' referring to Orion during their butt job scene. Seems pretty indicative that she's got her V-chip installed. Though I'd be surprised if she hadn't blown a guy 'I have no gag reflex'.
Degenerate filthy sluts
Alex - all these girls seem to know what they like and what they want in bed, but between the casual way Alex proposes sex, taking the lead in the initial scene, her history and the general vibe she gives off, I'd say her hymen is probably a distant memory.
Penelope - Penny is sweet and has strong morals*, but she's also flirty, social and knows exactly what she likes in bed. She may be a lady, but she's no maiden.
Nancy - has two, none twin children. Maybe she got double immaculate conception-ed?**
*Penny won't even go topless to be a model and if you force her, she quits rather than being a part of that lifestyle.
**I hope you know I'm kidding here.