When they realize the convoluted shipping pattern they will have to employ, they will realize that it is not the same as their music business. If they don't hold to that shipping pattern, they may find themselves in a nasty court case at some point (and it could even force them to register as sex offenders).
Do you think they are too stupid to consider the types of things in you brought up? From your logic, there would be no porn business at all.
This is why they have partnered with Playboy I imagine. Playboy already understands this stuff. CH is leveraging Playboy's expertise in the field, not blindly entering a market knowing nothing.