As Limited Run Games shows, Sony doesn't require their games to be rated by the ESRB/PEGI, this means an online store can sell games that will never hit store shelves
I think there's a market for erotic content, especially now PSVR is a thing(insta system seller), these games could be sold without naughty trophies, they can be offline only so no one sees people's activity with naughty titles etc.
It'be amazing, but the immature gaming churnalists will probably make a sensation out of it.