You don’t need sex for the story to be good but eventually it will happen when it comes to the end.
The only thing that bothers me is his sister because I can’t tolerate incest.
Shinmai Maou Testament and Masou Gakuen allow incestuous sex with pregnancies involved that is repulsive.
Dxd at least doesn’t play the incest role that I detest these Japanese writers are a little bit sick on the head.
It is natural on Japan because cousins are allowed to legally marry each other, and have children there.