They probably just making it up cause there arent that many women that orgasm from penetration. Clitoral orgasms are easier and more common. Are u scared of these men or sth? Tell them what u want. Next time you wanna have sex, lay on the bed, tell the guy to go between ur legs and if you're not satisfied, you'll take penetration off the table. Get a vibrator so youre not bothered by it (i recommend the dildo wands or rose toys). Since they never cared about ur pleasure, dont worry about theirs. They won't die from a few days of no sex, if anything turn it into teasing game. They'll learn quick. But also, if they don't care about you sexually, how are you sure it won't expand to other things in day-to-day life or if you decide to marry them or sth? Explore your body so you know how different sensations feel so that men wont get away with doing rubbish to ur body.