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The Ralts line has no conventional sexual organs Just an urethra and anus. Their horn serves in part for mating. Two Gardevoirs (male and female), or a Gallade with a female Gardevoir who have developed a very deep bond of trust and affection can touch horns and have them melt and merge together, for a moment briefly merging their minds together.
This melding requires deep trust and concentration, and as such is not done lightly. In cases of a heterosexual melding, the partners can choose to create an egg by combining their DNA and using their magical and psychic powers to create the egg by transforming magic into matter (kind of like how e=mc squared proves that matter = energy, this is the same, but matter = magic).
Such a process is very taxing, as a result only Gardevoir and Gallade attempts meldings and creation of eggs. For Ralts and Kirlias, the process is awkward due to horn placement, but the creation of an egg is such a strain that a Ralts is almost certain to die, while a Kirlia can be left in critical condition and suffer permanent damage.
Homosexual meldings occur, and it is not necessarily a romantic gesture, as it requires trust and love of any kind, not just romantic love.
The amorphous nature of their horn allows them to mate with some other Pokémon of similar amorphous nature, like a Muk, or Pokémon with bodies made up of spiritual matter, like a Mismagius.
Touching the horn of a Ralts line Pokémon without its consent, especially if taken by surprise, is a bad move. A Ralts is likely to panic and teleport to safety and then act shell-shocked for a while, while a Gardevoir might launch a powerful psychic attack on its aggressor's mind. Gallades may respond with a very strong punch or kick. This is overall an excellent way of making an enemy.
But on the other hand, if a Ralts line Pokémon invites you to touch their horn, it is a sign that the Pokémon considers you among its closest friends!