Well, there kind of is. With mods though, The Elder Scrolls V: Skyrim and Conan Exiles can have sex mod. The latter is much better, because you can actually build your own house/base.
I'm waiting for SCUM to have mod support, that game already have nudity. Not to mention there's piss and poop features too, just waiting for that mod support to get a pass and hopefully the sex mod would be rolling in.
I wish InZOI would have a proper sex and pregnancy features (the vanilla is just like The Sims, so it's ass), so far we only got nudity mod. But now waiting on that sex mod and hopefully a proper pregnancy mod as well, pretty much all of the games require mods to be better. Because they want to be greenlit to get more sales from wider audience of gamers, if they fully do sexual content half of the gamers might not be interested.
The only vanilla games that comes to my mind that you can live and have sex with girls is from only one company, that's Illusion Soft. Their games like Honey Select series, AI Shoujo, Room Girl and etc. But I guess AI Shoujo is the only one that come close (but still not 100%) to your description, because you can roam around a small island with your girls. But yeah, still pretty much lacking on the large open-world map and survival type of deal.
