You need to go to a door where you visit an Angel, I THINK at the far end of the Gym. It's not a sex scene, just a funny scene, like "oops you weren't supposed to be here"
There's a door at the far side of the gym, the one furthest away from you. It's initially closed but if you click on it, you'll get a scene where an angel says this is the Celestial Realm and you technically aren't supposed to be Celestial realm. It's played for laughs more than anything.
