To add to what HV and qwertysaur said, in Megaman Legends 1 Megaman walks in on Roll changing. If you visit her room later she mentions it in her diary.

Quote Originally Posted by Depression Moon View Post
Quote Originally Posted by qwertysaur View Post
This reminds me of a secret scene in megaman legends 2 where Megaman walks in on Roll in the shower. If I remember correctly he does a fist pump afterwords too
But isn't that his sister and isn't Roll a robot so why would she need a shower?
Roll is technically his adopted sister and a Carbon (an artificial human).

But yeah, I never really felt embarrassed by X-2. If anything, I used to just tell people that noticed me playing X-2 that I was playing because I found the girls in the game to be pretty, which was partially true (truth be told I'm not really one to get a crush on a virtual girl.....).