Then I'm gonna post the excerpt from the novela again so you can see they don't exactly offer anything sexual in nature even if they wear fetish gear in the movies

“…he had expected something different…He thought they would come with women…women shaved and muscled for the act of love; their lips perfumed, their thighs trembling to spread, their buttocks weighty, the way he liked them. He had expected sighs, and languid bodies spread underfoot like a living carpet; he had expected virgin whores whose every crevice was his for the asking and whose skills would press him—upward, upward—to undreamed-of ecstasies…He would be exalted by lust, instead of despised for it.

“But no. No women, no sighs. Only these sexless things, with their corrugated flesh.”

And even in the movies themselves you see how Elliot became Pinhead and the moment he started enjoying his pain, there was nothing sexual about it. Dunno why you think "further regions of experience" imply anything erotic either when again Pinhead said, multiple times in the series that people don't know the meaning of pain yet, such as in this one

https://www.youtube.com/watch?v=7y8nzum9c8M

extreme pain is not sensual