I only discussed sexual issues as they pertained to either history or present - more factually than fantasy. But I'm a rather left-brained, concrete sort of thinker - I'm honestly not much of a fantasizer about things. That's probably why it was not something we discussed - wouldn't have been particularly productive. Kind of the same reason we did almost no dream work - I almost never remember dreams and I have very little interest in doing so.
I think if this is something that would be helpful to you, then go for it.