Because Mars wasn't engaging in the carnal and sexual euphoria as you put it, he was rescuing him from it. He was saving Erin and giving him back his dignity, replacing his humiliation with love and acceptance. It was the first time in Erin's life that someone unconditionally accepted him for who he is without any attached expectations and it was the first time in Mars's life that he managed to help someone without sabotaging them or himself, improving both of them together. It was a romantic and loving moment at the end of a very dark road for both of them.
Although i understand you since the game gives this choice of play, however from my perspective Mars could never love or have any affection
AT ALL towards Erin (not that he can't, he don't wanna, he don't care about anything except power and lust), making Erin his female was the ULTIMATE way of defeating his arch enemy, he didn't just beat the Hero, Mars made Erin his submissive happy female slave. I can't imagine a better way to finish this Erin part of the story.
I've never saw Mars as a person capable of loving anyone (certainly not Erin from all ppl), he's a Demon whom only purpose is bring CHAOS to everybody, specially women.
At every choice and input i could have, i would choose only to use the girls as masturbators/fuck toys and nothing more, because that's what i felt it was the best course from Mars' storyline since the beginning. I hate everytime they throw affection into his persona, i don't think it fits at all, i just ignore it, pretend it didn't happen and kept on.
I like to think Mars' storyline is similar to Asmodeus', Asmodeus was the one who guided Sodom to its utmost degradation by fornication and lust, and he was one the first NTR historic figures.
That being said, i wish at least that when this game is finally over our decision making would change the outcome of many thins, songs included... or not, i could just change it manually as i do now...