Everyone has a different idea of sexy, arousing, stimulating - take your pick.
I'm partial to a barefoot man, clad only in worn denim. His shirt, if he's wearing one, will be unbuttoned. But that's merely visual.
Alex's idea of sexy has as much to do with the scent of Nea's arousal; the sound of her uneven breathing; the taste of her. All of his senses are engaged.
Nea has always used sex as a tool; a means to an end. If you ask her, she has no idea what's sexy. Until she met Alex. There's something about the way he reacts to her that stimulates her. She doesn't understand it; doesn't understand him. It's the way he touches her; strokes her wings at the point between her shoulder blades. He doesn't mean to arouse her. He's offering comfort but it's that very act of putting her needs above his that she finds so sexy. Desirable. And incredibly arousing.
Sex is about so much more than the physical. This is a foreign concept to Nea but one that Alex is happy to help her explore; even though she terrifies him. That's sexy.