According the writers (Christopher Markus and Stephen McFeely) Steve is not a virgin in the MCU.
In this "The B-Movies Podcast" at about 23:40:
Interviewer [William Bibbiani]: This might seem like a base question, this might seem like something that would get asked in Mallrats, but I actually think it's relevant. After all this time-
McFeely: Steve's not a virgin.
Interviewer: Steve is not a virgin?
Markus & McFeely: No.
McFeely: I actually think he was not a virgin in 1943. He went on the USO tour! He looked like Chris Evans!
Interviewer: But he thought it was fondue!
McFeely: That's just lingo from Howard Stark! It's not that he doesn't know where the parts go!
Markus: There was an innocence in the 1940s about what you could talk about-
Markus: But not about what you could do.