When you throw an Intimate Pity Party for someone, you're allowing them to have sex with you. Usually it's for a good friend or an ex, because you feel sorry for them, not because you really want too.
Jane: "What did you get up to last night?"
Kelly: "Brad stayed over."
Jane: "What!? You two are back together!?"
Kelly: "Nah, he just lost his job and is pretty down about it."
Jane: "So, an intimate pity party then?"