Well, it depends. Sometimes erotica even with just humans is physically improbable, so I wouldn't take it as a sex guide or anything...

I think in Ellipsa, there's plenty of humans who are at least open to the idea of a relationship with a demon? Different people have different amounts of familiarity and comfort with them, but the longer they stay here the more used to them they get.

Are we talking about sex here, or about love? Those are different questions.