I like the mysterious darkness of this show, especially set in the Victorian era. I'm still three episodes shy of seeing all of Season One of Penny Dreadful. However, after seeing most of Season One, I can tell that eventually every main character on the show must have sex with every other main character on the show. The only downside of this show is all the time wasted on sex scenes that have little or nothing to do with the story. Sometimes it seems like whenever two characters are alone in a room, they are bound to have sex.
Vanessa's poor mother dropped dead on the spot when she walked into Vanessa's room while she was having sex with an invisible (to her anyway) demon. Now, that sex scene actually contributed to the story. Obviously, Dorian has sex with most everyone he meets, but why is Ethan having sex with Dorian? Why is that even in the story? Must be because they were the only ones who happened to be in the room.
Frankenstein, his monster and Sembene are the only ones who haven't had sex on screen yet. That must occur during the final three episodes of the season.