LI is short for Love Interest, meaning the girls the MC can form a romantic relationship with.
I hope none of them involve seeing one of the MC's love interests having sex with someone other than the MC.
On the other hand, the fact that practically the only sex scene I found in the game consists of watching two strangers having sex doesn't exactly give me a very good feeling.
Any sex scene that doesn't include the MC as the only male participant is a scene that I either don't want to see or I don't want to happen. It will depend on who the other participants are to choose one or the other option.