It's clearly possible, but you have to know the lines and have to be aware of yourself and the chosen demon you're having sex with. I'd suggest you to chose a demon whom you have a proper connection, a certain level of trust and you know and sense each others' energy properly - in fact you can identify a being by their energy much more accurately than based on a manifestation, which any other being can mimic -.
This activity can be really intense, deep and pleasurable - many even claims it's much better than with humans, and I can tell by experiences why - and as anything else which stimulates you in a positive way, can be addictive.
I'd say this is where real trouble grows, for one or two sexual act with a demon - or honestly it works the same way with any kind of being, be it a human or other spirit - , even if it turns out bad can be healed and it may be easy to move on, but when you're addicted, it's a different story. Especially if you ignore your safety and dive deep into it act by act, without minding the consequences.
I think it has it's pros and cons. If you have sex with demons in a proper way and with an fine connection
+It may work like an energy exchange
+Your connection may grow stronger and recognizing each others energy will be much clearer and easier
+You can use this powerful energy raise in your practices to empower spells
+This is a good practice to improve your senses
-If you chose partner wrong, it'll drain energy from you and not return it in any way or form
-It can make you addicted, which may cause several other consequences, including
└ Your current relationship may fall apart
└ You may lose interest having sex with your partner or with other humans
└ You may want more, which increases the risk of losing more energy and it can drain you and even destroy your physical and mental health
└ The actual demon / spirit also can get obsessed with you and may harm others or keep them away from you to own you and separate you from your mates, which also has countless negative consequences in your present and future
I overall have good experiences with having sex with them, and in fact I has been introduced to sex with them by an actual Demon, however in my life spirits showed sexual interests towards me quite early, so I had to draw lines and make sure that nobody else pushes further than I want - but being addicted demolishes this easily, since you'd obviously want more -.
I think astral sex is a beautiful thing and has a lot to offer to both sides, but only if you open your eyes and aware of what are you doing, if you careful enough. In that term, having sex with the wrong human can be just as risky and problematic like having sex with the wrong spirit. Both are capable of drain your energy, destroy your everyday life, your relationships, push you in depression and use you.