I doubt that the female staff who didn't get married were virgins... in real life. But since Downton Abbey has some unrealistic and idealizied points, it may be possible that Mrs Hughes, Mrs Patmore, and O'Brien were virgins...
Okay, maybe not Miss O'Brien, because she isn't such a noble character.
As for Mrs Hughes, I'm very fond of her, but that's a kind of thing I'll never want to know about her.
Umarried women in the Edwardian era, and certainly those of a working class background (like the examples above) would have been virgins until marriage (not accounting for those who were assaulted, or had very loose morals for the period).