Sex is like fire. In a furnace or stove, it does a lot of creative good. Out of control, it can get very ugly and destructive. Sexual music per se may not be sinful, unless it really is aimed toward profane sex. But in the wrong context it could lead to sin. If it draws you toward behavior that doesn't conform to God's word, or if it upsets your spiritual rest, or if it becomes an idol of the heart that cools you from seeking the Lord with your whole soul, then it's not doing you any good and you should pray it through until you get clarity and know what to do.