Sex & nude scenes are usually the first one films in case the performer chickens out; that way they don’t have to reshoot a lot of footage. Remember all that controversy over Nicole Kidman sharing a nude scene with a 10 year old boy in Birth; they weren’t on set at the same time and the boy was never actually naked. Same deal with the girls spying on the skinnydipping boys in Now and Then; the girls weren’t on set at the same time as the boys (although the boys actually were naked except for flesh-coloured “modesty pouches”)
The role being auditioned for is usually fairly vague - though I would expect that in this kind of case it is made clear, so that if there is a parental objection the time of the casting director won’t be wasted.
Parents never, ever go in for auditions. Part of the deal with kids is how they do by themselves. However, I doubt anything so disturbing would be used for audition material, so it wouldn’t matter.