Wouldn't be shocked if they did that to assert dominance & humiliate weaker members of their kind, as often happens in prison and more brutal militaries like the Soviet/Russian one (dedovschina), even if Tolkien would obviously never write about it explicitly. When we do see Orcs close-up in his work, like when Pippin & Merry and then (much later) Frodo are captured by them, they're quite lacking in discipline when they haven't got Saruman/Sauron watching them and prone to lethal infighting among themselves, not unlike a prison gang or a crew of conscripts who hate each other.

That said, funny enough, it is canon that Orcs have females and reproduce 'after the manner of the Children of Iluvatar' per the Silmarillion. Bolg is explicitly said to be the son of Azog, as well, and the very human Dunlendings gave their daughters to Saruman as tribute so that he might crossbreed them with regular Orcs to spawn Half-Orcs who served as elite soldiers in the army of Isengard.