Praise then darkness, and creation unfinished

I'm not sure I've read any stories with horror and het sex without that theme of punishing people for sexuality. I'm not sure it's possible to avoid saying that (though of course some say it a lot louder than others), but the rest of the story can counter it. Maybe the clueless newcomers get in trouble for incautious sex, but the locals aren't just grumbling about them in the pub, they're having safe sex themselves. ("Safe" in the sense of not being eaten by supernatural badgers, I mean.) So you can show it's the circumstances getting them in trouble, rather than the sex per se.