After reading The Book of Bill, I understand that he simply CAN'T be the kinky Incubus that people characterize him as on Tumblr. My man's romance repulsed and finds all aspects of the human body disgusting, so it isn't so far-fetched to assume that he's sex repulsed too.
He would AT MOST pretend to be into freaky shit in order to add to his nefarious dream demon persona, but would freak out if someone actually suggested trying any of it out