It wasn't that Yuuri hadn't had sex before, in fact, he might've had more than Victor. The problem is that in the past it's always a very negative manifestation of him just not dealing with his own self confidence or anxiety.

He'd go out, get wasted and make poor decisions, sex in the past has always on some level been about self harm (much like his beinge eating habits).

Now that he's in a healthy, loving relationship he feels unsure because it's new to him.