Before enlisting in the military and fighting in World War One, Robert’s culture is relatively free of sex. If you want to tie innocence to sexuality—as the premise of your question suggests—you could rightfully conclude that pre-war Robert is quite innocent. He mainly cares for his sister, who has a physical disability that requires her to use a wheelchair. She also has a set of bunny rabbits that she loves.
You could say Robert’s purity or innocence is partially linked to his sister. His main relationship is not with a girlfriend or someone he could have a practical sexual encounter with. It’s with his sister. The bunny rabbits, too, seem to be a symbol of innocence that apply to Robert by association.
Of course, as you likely already know, the bunny rabbits die, and Robert’s innocence vanishes soon after. The destructive, violent culture of war seems to parallel the destructive, violent sexualities that war exposes Robert to. As Robert soon finds out, not even war heroes are immune from the powers of sexual desires. You might review the brothel scene in which Robert spies on Taffler’s somewhat sadomasochistic activities with the Swede.
Another example that underscores the violent power of sexuality is the rape scene in the mental institution. The attack is yet another instance in which the violent culture of war leads to violent expressions of sexuality.
With all that being said, you could make the case that Robert holds onto his innocence despite the brutal war culture. If innocence is linked to sexuality, then you could argue Robert keeps his innocence since his sexual encounters aren’t consensual or really desired. Remember, in the brothel, Robert tries to move away from Ella.
One final note: in general, you might consider the consequences of linking innocence to abstaining from sexual encounters. Perhaps the two aren’t related. Maybe someone can be innocent and sexual at the time. You should think about why the two are commonly related and how that assumed relationship might play into sexism, slut-shaming, and perhaps even homophobia.