I don't think your question is strange at all-- I think it's interesting.

I have also tried EMDR a couple times and I did NOT like it at all. I'm not sure why though......... felt way overly vulnerable, the therapist was too close physically... I think my mind went into protective mode.
I didn't get anything out of it... but anxiety.

wondering, how you could mentally explore why you interpret it as sexual.... hmmmmm....
the vulnerabilty of it?
the closeness of it?
the strong emotional feelings that are supposed to come from the process?...
any of that apply to you?...(just thought I'd try to help you in self exploration- you don't have to answer here..)

There are so so many different types of therapy... I say, if it doesn't help or even worse-- makes things worse, then one doesn't have to do it.
I had a T. once that wanted me to try hypnosis and I said -- "no way" and that was that-- he respected my stand on that.

I bet your T. would respect how you feel however that may be.

best to you and much luck with this if you go forth.

fins