The connotation derives from the Christian New Testament book of the Revelations of Saint John the Divine (a.k.a. The Book of Revelations) Chapter 17 which uses the phrase "the Whore of Babylon" and attacks her for a wide range of evils including fornication. The term "Babylon" here is considered to be symbolic and has been applied to Rome, and Jerusalem (by various scholars), the Pope and the Catholic Church (by many Protestant churches) and to pretty much anyone that is disapproved of by a moralising speaker.
Because the term "Whore of Babylon" has been around for so long and used so widely, and indiscriminately, usually in claims that the subject of the epithet is immoral, the connection of sex and eroticism has become attached to "Babylon".