The reason he slept with her and the reason they made her
The film story was trying to make a point, and that is, we are now close to the point in human evolution where our understanding and control of DNA can cure all diseases and deformities and birth defects and end a lot of suffering, but the transition period is going to be rocky and strange. In addition, the reason he slept with the creation is because he was compelled to mate for evolution's sake, he knew in his subconscious that it was necessary to move evolution and gene manipulation forward, it was not because he was horny. A creature like that in front of a man is the same thing as nature and evolution declaring: "you have to move forward" a thing nature does to us all the time. This is also the same reason they made the creature, they were compelled to by their biological make up. Sure, paranoid people are going to try to put constraints on ideas like this but it's going to happen.
Of course I know why people are weirded out, you have to forgive it, it's a sci fi horror film, I'm just saying the compulsions of the characters were not because a man will have sex with anything, it's because the film makers were trying to say "we are compelled to move forward at any cost."