It does not take that much effort to stimulate the clitoris during penetration. The most intense orgasms I've ever had have been penetration + clitoral stimulation. Dudes just don't care that much or are not educated enough about it.

However, to your point (I think?), women absolutely do not orgasm every time they have sex, which men are pretty much guaranteed to do. Penetration alone is not all that for most women.