The difference varies per country. I’d take no risk in trying to sell your product in, for example, Saudi Arabia, as it forbids sexual content by law.
Any intent on doing so will render you prosecutable in said country.
My team is working on a heavily politically loaded game, which is a political statement by itself. Even though the Dutch have freedom of speech, under which game content also is categorized, there are certain laws that prohibit certain expressions, for example:
I advise to contact a lawyer that specializes in these matters, as did we.