Just like us, Pokémon have certain biological needs that must be dealt with from time to time. Despite what some believe, legendary Pokémon are certainly not exempt from this. For most, relief is a quick and simple process, but not everyone is properly equipped to just rub one out.
Such is the case for Cresselia, her stubby arms leaving something to be desired. Lesser Pokémon may resort to using vagually phallic stones or fruit, or grinding against something, but she had found a far more clever solution. Just like the moon reflects the sun's light, she found she could "reflect" certain sensations, and it didn't take her long to figure out she could use this to her advantage. By pleasuring others, she could in turn pleasure herself and get that much needed relief.
There were a couple problems with this approach however. A 'volunteer' was needed of course, and despite her appearance, she was actually quite shy and so the prospect of just approaching someone with "Hey, can I get you off?" was a bit too much to bear. She felt a bit guilty about it, but she'd ended up resorting to just teleporting upon whatever Pokémon she could find (and occassionally even humans) and bringing them to climax however she could.
The first few attempts at this revealed the other problem. The moon's reflection is hardly as bright as the sun, and the pleasure she reflected from others was only maybe about half of what they experienced. Those first few encounters failed to truly relieve her, and in fact, only made her more desperate.
Her solution was as simple as it was effective. If she was only getting half the pleasure, then surely all she had to do was double the pleasure that her 'volunteer' felt. But why stop at only double? Why not triple, or quadruple! And so rather then getting them off with her mouth or hands as she had been, she began using her psychic powers to induce an orgasm many times more intense than any normal one.
This method left her far more satisfied, and she took additional pleasure in watching her targets squirm and tremble and cry out in overwhelming ecstasy, all without a single touch. If she was feeling particularly devious, she may take her time, building up an orgasm in her target over the course of as long as an hour, keeping them right at the edge all the while.
If it's been a while, she might force several consecutive orgasms, making males shoot over and over again until they're firing blanks and completely covered in their own essence, and rendering females a complete, twitching mess after a continuous ten-minute orgasm.
All she can hope is that when her 'victims' come to the next morning (after inevitably passing out from the excessive pleasure) they think that it must of all just been a crazy dream. Though it might be a bit hard to convince themselves of that when their fur is a sticky, matted mess and when the smell of their pleasure is still lingering in the air.

I love that story.