She's already had a threesome on one route, so I'd hardly describe her as innocent?
Well, I wrote "a certain level of innocence", I did not write "virgin Mary" (at least, not after

:-D).
Plus, but this is my view, and you are in full right to disagree, even that, was done with a very different approach from e.g. a woman picking up two unknown guys she just met in a bar to have a threesome, and then maybe the week-end after do it again with two other guys.
Katherine was doing with them because she had affection for them, felt safe, and so felt she could explore and try (
remember for her with William is clearly indicate it is the first time with a boy).
It is not even that she did not care about their "judgement", she knew they would be by her side because they loved her (I am not referring here to the physical aspect).
It is not the same as doing for fun anybody that is not too ugly, doing it to show off telling others you did, because you feel like fuc$#ing, etc.
I met girls who had been, and were, sexual very active, yet, they were somehow naïves (but it is often associated with a negative connotation) or "innocent to a certain level" ;-).