All enemies have sex scenes, as well as a another character on each world.
I couldn't find the third enemy on West Mesa, only the outlaws and Bo
there's also that guy with fancy clothes, but other than that I couldn't find the other character with a sex scene.
Keep using the explore button; there's another enemy that is rarer to find, but that's the one you're looking for.
I see, thanks, I guess I was just unlucky to have not encoutered it until now