It's actually not as absurd of an idea as it may appear to be.
While no doubt I'm sure that the bulk of these supposed stories are the result of new-age hippie chicks and naive novices blurring the line between fantasy and reality, there's still a handful of truth to it, however small it may be.
For example, I know it isn't too unheard of for initiates in Western magical orders to summon and coordinate with Undines(water spirits) to be their wives, especially given the latter's aptitude for companionship. Undines are generally quite loving, submissive, and deeply affectionate little harlots minus the troublesome devilry of such things like succubi. Though on the flip side, I've heard undines often demand absolute loyalty for physical relations and are dangerously possessive enough to where any act of adultery by the human is atoned for by his death.
Anyways though, this occurrence is brought about in such a way that isn't really possible without relatively advanced magical capabilities, so it's nothing being done by the vast bulk of occult practitioners who are barely fiddling with minor spell work and invocations and whatnot - however, this occurrence happens often enough to be notable and get mentioned in some occult works.
And of course this process can be done with most kinds of spirits, really, though undines are usually the most-willing and most-selected by far for the matter of companionship.
In these situations, the spirit is indeed capable of physical relations and even bearing children too, because the process involves procuring a literal female body for the spirit to possess and anchor itself to by rebuilding the energy thread that tethers the soul to the body, after its original human occupant died and released its soul.
No idea how much truth there is to those spirit-marriage and romance stories beyond what I've just mentioned though, but I imagine not nearly as much as reported, given that people are generally just morons.