I'm not squeamish about having romance and sexuality in RPGs. However, I have had some bad experiences with it because of the people involved. For example, in my experience there will, invariably, be at least one person who thinks that any female character (PC or NPC) who shows an interest in sexuality is actually a harlot willing to sleep with anyone who crosses her path.
I would say the most important things to consider when adding romance or sexuality to the game are these:
1) Make sure everyone involved knows what content you're planning to include, and that they know the level of detail that can be expected (fade-to-black, etc). Romance and sexuality can be very uncomfortable topics, and you don't want to drive anyone off or make anyone uncomfortable. Making sure that everyone is on the same page with regard to the content and tone of the game is vital when potentially uncomfortable topics are going to become part of the allowed game content.
2) Make sure you know the group can handle it. Because romance and sexuality are topics that can be very uncomfortable, people tend to joke about these things to relieve their discomfort. If you want to run a more serious game, you should be aware that including romance and sexuality can increase the amount of joking around the table simply to release pent-up discomfort.
3) Ease into it (In Dr. Krieger's Voice: like a latex gimp suit). In one of the campaigns I ran where I was comfortable enough with the group to include romance and sexuality, I started off small. I did little things like having the various pieces of art found in treasure hoards and the homes of wealthy patrons depict scenes of romance (the first one was a tapestry of an apprentice mage conjuring flowers to impress a girl), or the naked form (I recall one wealthy merchant NPC having a painting in his study called "Nymph in Repose." The young lady in the painting was naked, but she was posed so as not to be too revealing.), or lovers kissing or embracing.
@OP: I would also add that the sensuality of gothic horror is frequently a matter of environment and description. If you don't get a little active with environmental descriptions, then you're not emphasizing the atmospheric sensuality so common in the gothic horror genre. This is something that you can really play up with adventurers, because they often have to get very involved with the environment when searching for traps or secret doors. Describe the smooth coolness of the stone wall as they look for a secret door. And don't forget the verbiage. Don't simply describe it as the PC running his/her hand along the wall, describe it as caressing or brushing the stones.
And there's a lot of good stuff you can do with decoration and furnishings as well. Play with the ambiance. Softness, warmth, and the right level of lighting can all make a scene more sensual.