Choose Your Own Adventure Sex Stories
Choose Your Own Adventure (CYOA) books were popular in the eighties and nineties. They allowed the reader to choose the direction of the plot, offering you choices at various points like "If you rub the magic lamp, turn to page 32". The name of this genre is interactive fiction.
The popularity of CYOA books has waned over time and their appeal to adults was always limited. With so many different branches and endings, individual story paths were never very long or very satisfying. A good book is the result of the author's optimal decisions. By handing these decisions to the reader, each CYOA book was having a dozen or more bets each way. Reading a CYOA book was less about appreciating the story and more about trying to find all the endings.
Deeper engagement with the reader was the format's raison d'etre, but many stories committed sins which broke this engagement. Things like unpredictable cheap deaths, or arbitrary choices (go left, go right) that did not require any meaningful decisions to be made.
CYOA Sex Stories
CYOA can be a great format for dirty stories! If the plot is limited to a single sexual scenario and each branch predictably leads to a development that indulges the reader's particular interests, then the result can be (hopefully) a short story that the reader feels was written just for them.