I wouldn't call that a "nice way out". Both Astarion and Gale have a very similar reaction to the orgy, they just deal with it through their personal brands of distancing themselves from what causes them distress. Gale probably has one of his "I am not enough" meltdowns on the balcony after he leaves.

Astarion is also the only character where I think the Act2 love-triangle situation does provide some meaningful addition to the story. I had the dance scene with Wyll once and during the morning after had a short scene with Astarion which showed that his whole affair with the PC maybe meant more to him than casual sex after all, and makes him commit to a proper relationship (if that's the route you choose). I thought that was a really nicely done, interesting scene - it's just bothersome that you have to first make him jealous to get there.