I am sure there is some YAD author out there writing teen ghost story romances along the lines of Twiglight and all the rest.
I mean if you can make vampires sparkle and werewolves cuddly and lovable, why not ghost sex.
I think you are missing the point. Demons are people too, and most/many were people. Sex is not just about procreation, it’s also about intimacy and sharing between two (or more) people–and it’s pleasurable and fun and all sorts of things.
So those demons that can, are going to want to have pleasure and share pleasure (and pain—lots of S&M, B&D down here)
We experience pain, why not pleasure? You do know that it’s a fine line between pleasure and pain. If you can experience pain, then you can experience pleasure.
They are the carrot and the stick.
It’s the masochist who is able to mix the two and turn pain into pleasure.
Pain, suffering torment, these are the core fundamentals of demon life.
Thus, the opposites of these must be equally core, so things that cause pleasure: SEX, booze, drugs, rock and roll (music) these must also be integral to demonic existence.