Some people simply do not realize that something is wrong with what they display at work.
A friend of mine, financial director in a very large company, had someone in his staff (a woman) who was also an amateur artist. One day she brought to their office a big male nude of hers (they were several in the office). The anatomy was very visible.
My friend panicked on the "freedom of art vs. nudity at work" but found a solution: he put a huge cactus just in front of the painting, effectively hiding the matter of panic.
The day after the nude was gone, replaced by a boring landscape.
EDIT: following a helpful comment: this. This answer shows another way to deal with a case where someone may not be aware that they did something wrong is to: give them the chance to back off by heavily hinting that there is something wrong, prior to a direct discussion, HR and the rest of the nuclear powerarsenal.
This has nothing to do with tolerance for harassment - in some workplaces people feel very relaxed (even if such places are made up according to some...) and just make the genuine mistake to feel like at home.