In going to DM the game the way we enjoy playing it.
I'm certainly not suggesting you do otherwise. As long as the group consents to the content of the game, which I assume they have since you haven't said otherwise, and you're attempting to make the game fun for yourself and your players, I won't say you're doing it "wrong."
I'm just as astounded at this players decisions as you sound to be, but this is a good opportunity to show the players there are consequences for their bad decisions and have an exciting story telling moment.
Astounded may be a bit strong. People make bad decisions; lord knows I've made my share (thankfully, extremely few have been of the personally endangering variety, and I have learned from those). I'm just saying that it sounds like the player is making the decision more for the "thrill" of having a character engaged in sexy-time than she is considering things from her character's perspective.
How many good D&D stories do you have that end I'm some players death? This has the opportunity to be one of those moments.
Good stories? None, really. Sure, they can be funny. I have a story about my players letting their greed get the better of them and their PCs drowning in spheres of water when they let the water cultists from PotA enchant their weapons at bargain basement prices.
But, character death is really just a pain. Especially when the whole party goes like that. The entire night's plan goes out the window as everyone has to make new characters, and I have to figure out how to bring them into the story without basically starting it over again.
I'd much rather have the PCs stripped of their gear and left for dead, geased into performing a task to further their adversaries' plans, imprisoned and left to figure out their own escape, or just ransomed back to their patron than killed.