Using a dildo is normal considering these girls are freaks btw. Penelope already said she uses one during the Warthogs Truth Serum thing soooooooo...
Maybe Annie and maaaaybe Luna don't but the rest of the girls - I would not be surprised at all that they're regular dildo wielders. Calypso seems like she would use one in very secret based on how freaky she got in this arc but probably hasnt been exposed to the technology.
Anyways, doesn't matter to me personally. I don't seen some hymen tearing or "it hurts!!" vanilla h manga type scene for these girls first time with the MC, it's not that serious. This game still has the best cast of girls ever in an western AVN