There are a lot of options within all three types and their potential desirability in a sex game varies accordingly.
Twilight vampires are good for romance but kinda boring since they're largely just better hoomanz. Old-fashioned Nosferatu make great horror/guro monsters but a cohesive society with consensual relations is a hard sell. Run-of-the-mill ageless pale zombies are easy to mod back into normal humans to avoid the necrophilia squick or can simply be appealing as-is (see RE8...). The blood mage or eldritch abomination variety like Alucard can have really kinky sex with tentacles and other bizarre transformations/summons. But to me the core aspect of most vampires, the blood-drinking combined with a more covert, refined or otherwise sophisticated lifestyle, lends itself more to a slower story-driven game heavy on writing and emotions over action or gore. Tentacle monsters are a dime a dozen, there is no particular reason to cast a vampire in that role unless you just happen to really be into that stuff.
Werewolves are kind of the opposite. At their core they're brutish and visceral and have an involuntary aspect to their existence. Monsters, discount bestiality, violent rape as you already mentioned and usually very little in terms of character. "Beastmen" (without the magical transformation/disease aspect) nowadays tend to be just furry fodder and overall I see these as offering the least interesting options, but potentially also the safest and most satisfying in something like an action-RPG. The stock male protagonist acts like a 24/7 werewolf anyway.
"Mages" are simply too broad to evaluate. I am not sure whether your comments were aimed more at defining their domain of magic or their power level. In sandbox games the "sex mage"/"half-succubus" type character/class/build tends to be very useful because it offers easy access to a wide variety of content, but that role could just as easily fall to a vampire who feeds off semen and has hypnosis type mind powers (or just high charisma). Generally the more limited and less sex-oriented the powers get the more frustrating they are to play in my experience because it usually devolves into either spamming default RPGM spells or playing as a mundane human saving all your mana for otherwise inaccessible sex scenes. But eldritch cultists, spirit mediums/"magical detectives", summoners/ritual crafters and the like might also be considered "mages" and can have a lot of interesting content even if the game doesn't have any combat magic at all. Oh and one man's blood mage might be another man's vampire, see Vladimir from LoL.
Personally, since I have no qualms regarding fictional bestiality or necrophilia it would come down to the actual implementation. Your replies don't really add up for me: you plan on having a modern setting presumably with motor vehicles, firearms and telecommunication and the supernatural existing in a hidden parallel society unknown to muggles, yet you also want to have a viking werewolf invasion? And to top it off vampires (and presumably werewolves) won't have much access to practical functional magic while mages are severely limited in overall power, so how does that not end in a hail of silver/wooden-tipped bullets and UV flashlights before chapter 2? What makes the supernatural characters interesting enough to focus on them in the context of a porn game instead of skipping all that and jumping straight to character relations and sex positions with regular humans?