For most male genital piercings the piercing is left in during sex.
*Body piercing* jewelry, as opposed to regular *earrings*, has no sharp edges. They're either full circle or with a ball on each end.
I can't sleep with 'regular' earrings in my ear lobes because the backings irritate behind my ears (I sleep mostly on my sides), but I can, and do, leave my body jewelry earrings in 24/7 (that, and I can't put the damned things on without help so I never take them off! ).
For lots of genital piercings, the whole point is to have them in during sex. Consider it an extra 'bonus' for the female parter. Let's just say it rubs good spots if it's put in in the right location. (you do know this is why people get their tongues pierced, right? For oral sex)
Hubby's genital piercings (all done by *himself* - they were all subcutaneous, no PA or anything remotely like that) have all migrated out, but they were nice while they lasted.