It's not so much, I think, that orgies cannot be consensual or that ladies should never get sexual, but that buying a female character-figure for the express and only purpose of shelf-fucking is less than savoury.

Buying a female character-figure because they are a neat character and then thinking "o hey, and they can DO IT with my other figures! lucky!"? Sure, unsketchy. Buying a representation of an established character just to be a sex decoration for already owned dude-toys.. sketchy.