During the scene were Mumble and Gloria are singing and dancing to their song, there is a brief moment in which they are grinding.
While slipping and sliding along, Mumble accidentally lands on Gloria in what some may see as the rear-entry sex position, and then ends up in what some may view as the missionary position on top of her, with him being embarrassed and saying, "Sorry".
Some of the songs are sung suggestively as well. The first song has lyrics that go like this: "You don't have to be beautiful to turn me on". In another song, some male penguins sing, "I'll make love to you like you want me to, then I'll hold you tight..."
There's some talk among Ramon and his pals collecting love stones to entice the "chicas" and there's some comment about "chica chica boom-boom". Ramon and his friends flirt with some females, who say, "Not tonight, baby."
We also learn that Lovelace charges one pebble for one answer, thus meaning he's collecting the pebbles/stones to entice the ladies.
We hear Lovelace state, "Ladies, avert your eyes, because I've been known to hypnotize." He then says about another male character, "Tell him to go forth* and multiply." He then says, "Come to think of it let's all go forth and multiply." We then hear someone comment on it being the mating season and we then see Lovelace go off with a number of female penguins. He says he's going to his couch of "perpetual indulgence". The following is heard but it is quiet and hard to notice: A female penguin makes a very sexual sounding moan, and Lovelace says, "Make that sound, again, girl!"
* He doesn't just say "...go forth and multiply", he starts off as "...go ff...orth and multiply" as if he was about to swear.