With the panel with the gomba and rosalina together in the change room, I had thought all the people were in the same room, which made it seem extremely strange the new inhabitants of the princesses bodies for some reason went to the beach to have sex instead of just using this changing room, but I'm guessing that seeing both was just saying who was in the body, and their actual physical bodies were merely stored in the wand, which the men entered offscreen apparently at the beach.