I think it is the particular context that puts things into proper light. The plain fact of asking for details for me doesn't determine whether it is ethical or not. Most therapists know that the sexual stuff might be a cover for something else and the details might shed a light on what could be this something else. However, if this discussion doesn't fit logically into the larger picture of what is worked on in therapy and the client has a sense that this discussion is fulfilling the needs of the therapist then it is clearly unethical.