At the very least we tend to possess duality even within our carnal ways as nothing can completely be separated from spirituality as God is Spirit. Everyone is both man and woman to an extent. These are competing energies often surpressed for one or the other. When you interlock physical and spiritual energies with one who is your polarity there can be a transfer of energies that stir what we surpress repress or even believe we have discarded. Energy cannot be destroyed but transmuted and transferred. Consider it a truthful orgasm like a woman crying after relations. She often isn't ofcourse melancholy but she is stirred by such a powerful link. In her case unresolved blockages or even entities manifested from such strong brooding energy took over presenting itself as temporary sadomasochism. Just my 2 cents.
After losing her virginity with the future groom of her best friend, Mina, Vanessa has been deeply stigmatized by her family and her friend's family, losing Mina's friendship forever. This has triggered a strong repression in her. When she lowered her defenses and had sexual intercourse with Dorian, the guilty and shameful feelings were re-emerging, allowing the Devil to leverage Vanessa's soul and body, thus leading her to diabolical possessions. Dr. Frankenstein, after visiting Vanessa, asked Sir Malcolm if Vanessa was sexually active and what her feelings for the subject were. Victor, in fact, didn't believe in the possession, and attributed her symptoms to a nervous breakdown due to sexual intercourse.