You are talking about this option:
View attachment 2207319
It has been in the game for a while, it is just limited to 1 or 2 positions.
You need to be in the Laying down position or in the All Fours position to be able to get double anal or double vaginal.
For laying down, 1 NPC needs to be laying down, your character needs to be in the cowgirl position, and the 2nd NPC needs to be in the between legs position.
For All Fours, your character needs to be on all fours, 1 NPC needs to be in the behind position, and 1 NPC needs to be in the Humping position.
If you see the option, but it is greyed out, one of the characters is using their dick on the other NPC, jerking themselves off, or rubbing it against your character.
Besides using your slaves in a double/quad room or the Imps in the sewers, there aren't a lot of multi enemy encounters. You might want to enable companions in the game options and bring a slave, offspring, or someone you made friends with.
Either engage (as the dom or sub) with your slaves, beat one of the imp gangs, or bring a companion and beat an random NPC, where you can control who is doing what with who and you can position them however you want. Submitting in a fight and trying to get them into those positions and acts with the lust perks, it is a bit problematic.