That museum is great, but "museum" is perhaps too high falutin of a term for it. As I recall they had one thing that could be considered an exhibit, about the history of drawn erotica in Korea. The rest was like sexy statues and such.
Museum of Sex in New York seemed alright. Had a collection of Tijuana Bibles. It's been a while since I went, but I dunno if I'd consider any of it particularly shocking given what it's meant to be. That can be very subjective, of course.
One thing is that a well run academic museum does collections first and exhibits second. 99% of what they have is stored away for safekeeping, and can only be viewed and handled by qualified academics who make an appointment. I'm not sure any of these places would qualify.
See, that comma is doing some interesting work here. My interpretation is that sex itself is not allowed to enter the museum. I'm not seeing any rules prohibiting patrons from engaging in naked fun time.