Not only have the Cenobites completely mutilated themselves, but they'll do worse to anyone who summons them. Much like Frank, the Cenobites are predators, using their puzzle box to lure victims with the false promise of sexual rapture, but in the end, it's all about the Cenobites fulfilling their own pleasure.
While the novella describes the Cenobites as being sexless (their mutilations having made their gender uncertain and their voices being indistinguishable), the movie is far more explicit as to each member's gender, mostly due to the actors playing each character.
