Maybe it is the shock value, but maybe it is that some of these people are just perverted and derive gratification from digitally sticking their penis in someone’s face. Regardless, I’m going to have to say the answer is not ultimately “don’t give them a reaction and hope they’ll just go away”. The person subjected to this crap is not at fault in any way because they’re “too sensitive”. What if it wasn’t sexual in nature, but some horrifically graphic photos of mutilated ___ (fill in the blank)? Are they at fault for reacting negatively to this? Would you suggest they’re just uptight?
I’ll agree that Americans are more sensitive to nudity than other cultures. Go to NYC in the summer and visit a park with some kind of sprinkler or water feature-- you’ll see European kids just strip down to their underwear and run around; American parents might do this with a two year old, but you’re not going to see a six or seven year American kid do this perfectly natural thing. It still doesn’t in any way excuse sending someone unwelcome photos via AirDrop.