The irony of the open affair
The affair between Isadora and Adrian is a strange one, because it is open and obvious, and everyone knows who they are, so when they are making out in public and being overtly sexual and promiscuous with each other, they turn a lot of heads. Isadora, especially, since her husband is literally at the same conference. But, that is the fetish's nature—the elimination of social sexual shame.
The irony of Bennett's participation
Bennett is in a confusing relationship with his wife. He enjoys the security, but his own sexual fantasies involved degradation, inferiority, and the extreme pains of sexual jealousy. Not only that, he believes he might be bisexual. But those facts are blocked by dramatic irony from the other characters and from the audience, until the crucial moment when Bennett joins his cheating wife and her boyfriend.
The irony of Brian's delusions
Brian's delusions are incredibly ironic because he understands through his genius that he is obviously divine in some way, but instead of turning toward Christian mysticism or Zen Buddhism or something, he begins to literally believe that he is literally Jesus Christ. This is ironic because he rapes his wife and beats her, and Jesus Christ represents the opposite of such brokenness and hatred.
The irony of Isadora's delusions
Isadora figures out that sexual fantasies can be tools for coping with chronic negative emotions, and she fears being raped, chronically, so she begins to fantasize about being raped, exploring the possibilities and trying to figure out if there is a way she can be free from the fear. But when she is assaulted on the train, the fantasy is proven false—the reality is still traumatizing; her fantasy had become delusional, because it wasn't rooted in reality.
The irony of Isadora's return
The reader is given the impression that Isadora has fallen in love with Adrian, but actually, she is living out a sexual fantasy of escape. She is escaping her marital vows, and she is happy for Adrian's help, but ultimately, it's for herself. In any case, it is ironic and surprising when she decides to return to her real life and pick up where she left off with her (very intriguing, complicated) husband.