GLPs definitely have an effect on dopamine receptors in the brain and this definitely ties into sex. Just as an anecdote, I actually started losing weight sort of by accident. I was prescribed an anti=depressant escitalopram which immediately turned off my binging desires, cravings and hunger drive. It also turned me into a bit of a zombie and gave me some anorgasmia.
I quit taking it after about 3 months and then a couple months later started tirzepatide. For me, there is a remarkable similarity in how it curbs my binging, food cravings etc. Although there is not as strong as an effect on sexual response as with the anti=depressant, there is a remarkable overlap/crossover in how they work on my brain. SSRI's are notorious for having the side effect of anorgasmia (delayed or inability to achieve orgasm)