I’ve heard it both ways. I know it’s a myth about party guests going to the “vomitorium” to make room for more food – the word is real but means something different – The Master Speaks. (Silly notion, anyway – who even feels hungry, right after throwing up? It always takes me a couple of hours at least before I can even think of eating again.) The Wiki article on “orgy” discusses ancient “orgies” only as rather wild religious rites, which definitely is not what we think of when we think of a Roman “orgy” – the latter were purely social occasions, weren’t they?
I see no reason to think that they had just one sort of “orgy.” They probably sometimes had sex parties and sometimes had very gluttonous banquets, but I should not have thought it was often, if ever, both together. There was probably some food and wine at the sex parties, but too much and things would not work, would they?
Think of it this way, if a bunch of spoiled Roman teenagers from the noble or Senatorial families were to want to have a wild sex party it was much more respectable for them to just say that its a ritual worshiping Dionysus.
As a lot of nobles were also part time priests of the various temples it would be rather easy to make sure that the forms were observed to “legitimize” whatever they wanted to actually get up to.
I do recall Alistair Cook remarking at the end of an episode of I, Claudius that the Romans always had sex behind closed doors, so, no orgies with everybody in the dining room* gettin’ it on at once. (He also remarked that Romans liked to combine sex with pain, and any upper-crust family might well have a resident whipper on staff.)
- That’s another thing – I’ve read in countless historical novels that the size of a Roman dinner party was by custom always effectively limited to nine men (on three dining couches, arranged around the table) and a roughly equal number of women (seated in chairs). But in the movies we see these giant feasts in big halls, with hundreds of guests and huge tables.
The Palestinian people had orgies? 
So…“Caligula” wasn’t a documentary?
I think you are confusing the Caesar’s dinner party with the Caesar’s Secret Service dinner party.
There is the story from Pliny the Elder that Messalina, wife of the first century A.D. emperor Claudius, had a competition with a prostitute to see who could service the most men in one night. Messalina won.
Messalina had a very bad reputation with ancient Roman writers although it is questionable as to how
much they said about her is true.