I saw this anime on free-to-air television in Australia (SBS) late night and despite the time and the scene I saw I don't believe it's some weird hentai.
The scene I recall is that there is these people trying to find one guy, one of them I think is his brother. They are talking how they have to find him because he hasn't taken his medicine and without it he's dangerous.
The scene then switches to the one I think is the guy they are trying to find. He is laying on a bed with a woman ontop of him and going by her actions and noises they are having sex. I don't recall she was naked, but one part of the scene sorta looks like it's the guy's point of view looking up to her and she's got her hands behind her head, then the view switches to a close up of his face where it seems he is straining and then there's a noise and a thud. The view then switches to showing the bed with the woman moving her body ontop of the guy, however she is now headless and her head is on the floor. There's no indication that a weapon was used and given the previous scene I believe the danger is that this guy has a psychic power which allows him to kill.
The anime was English dubbed and I believe it was about 10-15 years ago since I saw it. I recall it aired on SBS after they stopped airing Evangelion.