Traditionally demons are not biological at all, and don't require circulatory organs or anything equivalent. They are angels, part of the host of the fallen, existed before conditions existed for life, and don't require endocrine systems or emotions.
Succubi accept human seed from male donors and transform into incubi to deliver it to receptive females, thus eliminating the physical problems of how a rich man's daughter can get pregnant by erotic dreaming; they have no generative power of their own. And no gender; presumably an exclusive homosexual male sinner could get a male succubus (although the equivalent female transfer would be a bit more complicated to arrange.
Angels are, apparently, capable of love and pity, though the former was not intended for human consumption. Presumably this capacity remains with them through the fall, although they're a bit less likely to indulge after. Whether this translates as anything a human would recognise is less clear; if you fell in love with an ant, how would you make your affection clear? Being angelic they're not quite omnipotent, but the higher ranking ones (strict hierarchical organisation among each of the hosts; I'm not dead certain any of them have free will. That would complicate an affair) are very ineffable.
Angels of course will not indulge; for them it would be bestiality. A demon might find bestiality attractive for its own sake, then get trapped in it's early programming to be capable of love.
