If you can think of it. The internet will have it. Though I think that's pretty wrong.
Yeah, I've heard there is a Yugioh sex game, but it's not made by the official distributor Konami. I think it's just a novelty rip-off that is only one deck, and involves "hentai" animation in the Yugioh style.
If you're interested in seeing REAL sexy YuGiOh cards, then you need to check out this Top 10 Sexiest YuGiOh Cards video:It's a bit pervy and there are some bad words in there, so if you're easily offended do not watch this video.
Also, just a heads up but the top sexiest Yugioh cards are based on what the characters look like in fan art as well as on the actual card.