This is obviously a "mature content" suggestion, but if there are "succubi" demon types in the Elder Scrolls universe, then perhaps they could be implemented as part of a side story quest to acquire a new companion, or implemented as a new "playable race" in a "New Game Plus" after you've beaten the main game.
Demons are often depicted in a very narrow focus, and it doesn't give the player an opportunity to explore their backgrounds, way of life, etc in any real depth through interaction. These days, they are just viewed as "levers" to advance a plot, or in a more apt description, they're that "random bad guy" for anyone to go kick around.
Also, somewhat unrelated: I can't be arsed to install Oblivion on my PC, even though I have everything ready for a fresh game; the problem is that OBSE requires a lot of stuff to be installed to work properly (including a third party launcher), which means it'd be too tedious to work with. A request for Skyrim: Please avoid implementing limits on scripting in Skyrim! The OBSE for Oblivion was created to help increase the number of executable scripts with different functions, I feel that Skyrim should at least implement what OBSE brought to the table for Oblivion, so that there are infinite modding capabilities.