Sexual fantasy
Sexual fantasy is the mind's ability to extrapolate sexual urges into hypothetical environments. This comes up as a theme in Lorca's play, because many of the men indulge in sexual fantasies, and even the animals dream of sex with their owners.
Sexual perversion
Another undeniable theme related to sex is the theme of perversion. Lorca is not offering a defense for sexually explicit behavior, but he does show perversion in many lights. Among the perversions discussed are pedophilia and bestiality.
The unreliability of social constructs
The basic function of sexual indiscretion in this play is to expose social mores (moh-rays), not to supplement them with a better system, but just to show that they're there, to make people think about them directly. Lorca's ability to shock the public is a service to them, to help them see their social beliefs more clearly.