If the author doesn't want to make erotica, I'm totally fine with him not boning the demon lady he's spent 30 thousand years with, even if it's really unrealistic.
But come on, why does he have to act like such a virgin even after all this time? Is it supposed to be funny?
Just make him immune to her charms by this point. He's not excited, but he doesn't get panicky either. Maybe he acted like that for the first 500 years, but he's gotten over it.