There are two types of kids.
1) Those who know what an orgy is and will just get that comment and likely squirm
2) Those that don’t where it will go right over their head
Kids hear all kinds of adult stuff and as long as you give them a half assed explanation, they will roll with it and move on.
They’ll ask “what’s an orgy” and a quick parent will shrug, look bored, and reply “a kind of weird party some people are into, where grown ups act silly/ try to kiss as many people as possible”. The kid will likely accept that and move on, not knowing it’s something provocative.
It’s only if the parent freaks out that the kid know’s it’s something interesting.