Reddit reviews The Art of the Bawdy Song

It certainly is! The Art of the Bawdy Song came with one. My wife ordered it in to a local record store, the guy at the counter said he'd never seen one of a "classical" disc. No outright vulgarity, no explicit descriptions, it's all artful word play and innuendo.

do they have to be prog?

Conan the Barbarian soundtrack by Basil Poledouris - possibly the best soundtrack I've ever heard.

The Bones of All Men by Phillip Pickett and Richard Thompson - like a medieval rock band

and just for fun, The Art of the Bawdy Song by the Baltimore Consort

So many they almost make up a whole genre. Though most of them tend to be popular songs as opposed to the more refined and aristocratic music that we know as classical.
The Art of the Bawdy Song is one CD that came up in a search. I have another but can't seem to find it at the moment.