There’s an unexpected implication when Antonella Sudasassi Furniss exposes the parameters of her film set at the start of “Memories of a Burning Body,” following lead Sol Carabello into one room to have her makeup done and a gaffer in another arranging the lights for a scene. It isn’t to accept the artifice of the film or to set up a premise, but rather to plant the idea that there may be certain limitations to what a particular life can be, with Sudasassi Furniss’ refusal to leave the room for the rest of the film reflecting something that might be too on the nose to ever say directly. The film centers on a trio of wisened women, all around the age of 70, who are asked to recall how they developed their individual sexual consciousness in a culture where to even speak of the subject was considered shameful.

Even now,...