The main character was a woman who was either a historian or a statue expert.
An alien ship shows up and a single, large, female alien comes out and asks to see the Earth's history and statues. The woman is pressed into service by the government, hoping the alien will share her technology once her interest is satisfied. The woman is also instructed to avoid any war statues so as to not give away how violent our history has been, if she can help it.
Despite showing the alien statues from all over the world, the alien seems disinterested and keeps asking to see more. Finally, while in some small village they come across a huge statue of Lucifer. The alien immediately shows interest, the statue of Lucifer comes to life and the statue and the alien have wild rampant sex in front of the cameras and the entire shocked world.
The status of the Lucifer statue was never explained, whether it was alien or not. I took it to mean the alien had somehow activated the statue to perform, since the story never mentioned it turning into anything other than stone, and it went back to being 'just' a statue afterwards. If the statue was an alien or actual demon in disguise, I missed that sentence.
After, the alien returns to her ship and promises to refer Earth to all her girlfriends before flying away.
I read it within the last 5 years, but I can not be sure that it was not from an older book of short stories. The story was in English. The story was less than 20 pages, probably part of a collection or magazine.