I don't really care if any of the girls are virgins, but I'm gonna add my 2c. Realistically neither penny or Alex would be virgins. They act fairly mature, they don't display hesitation or embarrassment to sexual situations, they are both super attractive so finding a willing partner for either of them would not habe been a problem and penny in particular has shown to have had an interest in dating way before Orion returned.
That being the case I am thinking that they are probably virgins. Because this is a porn game and all those things can be written around or excused or explained by porn logic. And porn game design rule number 1 of catering to the virgin lovers means that any girl that can be a virgin will be. And any girl that cannot possibly be a virgin, because she has children, will be written with a background designed to explain that she has had the least amount of dick possibly to get her to this point.
Not every game follows this rule, but nancies backstory heavily implies that eternum does. She's a mother, who's incredibly sexy, incredibly horny and incredibly young looking, yet she married, got two kids, immediatly left by her husband and never even dated once, in nearly 2 decades until the start of the story.
So penny and Alex are likely virgins. Maybe penny got turned off guys by her first boyfriend, Alex likely got sick of guys going for her for her families money. Pennies mature because she's in college and has likely a lot of experience with attempted sexual advances as a model. Alex is forward the way she is because she sees Orion as her potential prince charming.
I don't care if they are not, but that's my guess anyway.