A disappointingly large proportion of the general population appears to be unable to tell the difference between centipedes and millipedes. Is it possible that the "centipedes" you saw were actually millipedes? If so, they may have been "fucking", or at least the millipede equivalent of it.

Additionally, it appears that this "fact" is actually wrong (big surprise, huh?). Many species of centipede do have courtship strategies that involve males and females meeting up. The sexes may even employ various forms of physical touch as part of the process. So, it's certainly possible that the critters you saw where centipedes courting each other.