Nowhere it said they are virgins before laying with their chosen ones. The only one canonically virgin was Wo, said by himself that he wanted his first time (ever) to be special and romantic. The irony, right? Since he runs a brothel XDDDD.
In fact, both Nagi and Hao used the brothel services. Not sure what to think about Kureha... he might have been a virgin too since he's big on doing it with love, but it wasn't stated.
The equivalent of “I hate being pregnant cuz ppl know I got creampied”. Jokes aside, the user above me already stated that some of them aren’t virgins Hao and Nagi for sure... Also about Wu’s being a virgin is so ironic indeed cuz he looks like a playboy, runs a brothel n his first time wasn’t what he expected it to be, half calamity indeed...
With the whole vermillion bird arc it really struck me that when these divine beasts get laid with their servants they’re go around with their bodies basically saying GUESS WHO ISNT A VIRGIN ANYMOREEEE