I like to think that Catarina is fairly innocent in the sense she never actually had sex, or much education on it. Most of what she knows came from other mercenaries, who aren't exactly professional when it comes to that sort of thing. She certainly couldn't imagine her first time being with a man considering all the things she's seen. She's just never really thought about being with other women, at least romantically or sexually. She's She said bit to chivalrous to think of it like that.