I haven't seen the show yet but I was confused listening to the cast recording. In "Please Don't Touch Me" it certainly doesn't sound like she is a virgin, especially from the way she says "Oh, Freddy, I know that you're a virgin" and the "I come first too remark" as well. But then I didn't get the whole idea behind the song, if she is such a horny person why wouldn't she want to have sex with the Roger Bart character? Also when she sings "Deep Love" and she says she wasn't looking for "one night stand love or cheap love" it sounds like she HAS had that kind of love.
Was she really a virgin in the movie? I thought the idea behind "don't touch me" (my favorite scene in the whole movie, and yes, it was indeed played marvelously by Madeline Kahn) at the train station was because she had to go to the cocktail party.
"Some people can thrive and bloom living life in a living room, that's perfect for some people of one hundred and five. But I at least gotta try, when I think of all the sights that I gotta see, all the places I gotta play, all the things that I gotta be at"