Yes and no. I mean, it freaks me out too, and I always prefer he... she... it...whatever. Clothed. That's the point. But angels and demons are weird. They weren't really designed to be like humans. Succubi and incubi are kind of an insult to the whole idea of child-bearing. Normally, they're spirits and they don't really care about gender the way humans do.
Video; private
At least where I came from anyway.