Because Pyo has turned into a stud, and studs get their choice of women. And Dali knows he already has his sidepieces.
In Dali's everyday rational, non-sexual mind she wants a servant, or a 'beta' doormat of a man in Pyo. But a woman's rational mind often disengages when she's sexually aroused with enough foreplay, by a man she's attracted to.
So in her sexually aroused mind she wants to be dominated by a secret childhood sweetheart who turned from a weakling into a strong, handsome, masculine young man, and she wants him all to herself - but knows that studs always play around eventually, and so she wants to be the leader in his harem. Of course the next morning Dali will probably go back to her usual, rational mind, and she'll be pissed if Pyo do take her advice and play around.
IRL men with enough seductive skills can whisper words to plant desires and fantasies into her head when she's very aroused, which will grow inception-style.