Glenn Gould said his recording of Brahms intermezzi to be "very sexy".
Well, i heard twice that Ravels "Bolero" should be very erotic.  I think
it is hmm...  the rythm.  In my opinion, an erotic touch is mostly linked
to associations.  Maybe Scryabin made erotic associations composing some
of his works.  "Vers la flamme" " in direction to flame (sweetheart).
Or "Poeme dextase".  Or even some Etudes....

Chopin could be played erotic. And kinky (lacking technique).

Best wishes, Norman