I doubt that... two reasons :-
1: They are warrior women... lot of acrobatics and combat even training might have broken their hymen.
2: Lesbians use dildos and strapons for playtime...

So they could be technical virgins as in they have never had a male penis inside them, but I doubt they have untouched pussies.... Fuck even Rogue was not a virgin in this game and she can literally NOT touch anyone.

I was disappointed too when MC banged Rogue. But yeah maybe she broke her hymen in combat too ? never really specified if MC was her first or not.