All indicators would imply so. There is likely a reason for this:
In most supernatural stories where a major entity wishes to enter Earth/The Mortal Realm/ the Mortal Plane/ The Dominion of Man/ The Terrestrial lands, whatever the writers or storytellers wish to call it, certain conditions have to be met. Usually, those conditions follow a pre-set pattern:
- The realm has to be prepared for their coming in some way.
This could be by gathering followers, making sacred/desecrating a ground, or literally preparing a space via some ritual. In this case, it's the only way to make the earth accept the being, or at least make it hospitable for them.An example of this would be, say, blocking out the sun to ensure Vampires could walk freely, or how in The Never Ending Story Bastian had to keep wishing and using his imagination to maintain Fantasia from being consumed by the Nothing, or how, in the novel It , there had to be some build up of bad happenings before It re-awoke to consume humans. At a lower level, Aliens tend to wish to alter Earth to suit their needs, like how the Kryptonians in Man of Steel were terra-forming the planet to make it more like Krypton.... a stupid move in my opinion, as that would increase the gravity and thus lessen their powers, but... plot contrivances.
- Some pre-set condition has to be met.
This goes to the action function of invading the planet, sort of like putting in the proper code to assure the doors to Earth "open up" without resistance. Think of the film and game of Mortal Kombat where the condition is that in order for Shao Khan to invade any planet without interference from the Elder Gods, he has to win 10 straight victories against the champions chosen to defend that Realm, or how Freddy Krueger, though a disembodied ghost, can only kill kids by entering their dreams, never when they are awake...and usually, he needs a "host" to do the most damage, like Jessie in part II, Kristen in part III, and Jacob in part V. This could be seen to a lesser extent in the Smallville final season, where humans had to be corrupted and a certain amount of evil done in order for Darkseid to bring the planet of Apokolyps to earth to dominate it... as a bonus, Clark Kent, a living embodiment of hope and thus a threat to the living embodiment of tyranny, had to be eliminated as well; he wasn't and the plan failed.
- A sacrifice has to be made.
This is more visceral, tying directly to the supernatural and thevpower of Equivalent exchange. Usually, this involves a mortal life or blood, traditionally very powerful conductors of supernatural force. This goes back to ancient practices, most notably the Aztecs; one of their patron gods, Huitzilopochtli, was a god of Sun and sacrifices and son of mother Earth. He was essentially her defender, protecting her from her 400 sons and one daughter [the stars and the moon] who had earlier tried to murder her. The Aztec people had to essentially keep him alive by feeding him blood so that he could maintain fighting/running from the darkness. If he weakened, endless night would begin and the moon and stars would descend from the heavens to murder Mother Earth [again] in a more permanent way. Same thing could be seen in South Park movie; the blood of two specific "innocents" had to be shed to open up a portal to hell to allow the Devil [and Sadaam Husein] to walk the Earth.
You see this very often in fiction; as powerful an entity as the devil is, why doesn't he just come and subjugate humanity? The answer is that Earth has been deemed by the Almighty as the realm over which "man has Dominion"; only he can take physical form to influence the actions and direction of the world. No other being, Divine or Demonic, can directly influence events, and the devil can't just march up on the earth or he'd face the complete wrath of Heaven, and be annihilated. However, loop holes exist, and these powers can subtly influence man to make actions which lead to his downfall, and under certain conditions, then the Devil can walk the earth. These conditions are usually exceedingly rare and lead us to the next issue.
- Mortals have to use the ultimate power, Free Will, to allow entrance.
As the space man has Dominion over, he can direct where the world goes. If he chooses evil, or even just poorly, he can damn himself via his own stupidity to his suffering, and thus deserves his fate. Prime example here would be The Devil's Advocate , where Kevin Lomax chose to take his own life and possibly damn himself to eternity in Hell rather than aid the Devil in taking over the world. Another example is 1997's Spawn where Al Simmons has to choose to kill his murderer to release a deadly virus and thus feed enough souls into Hell that they can storm heaven and take over Earth. Essentially, the Entities Realm is connected to ours via a one-way door, and humans, as beings of power tied to this plane, have to do something to open it "willingly" to let them in. This brings us to the final..
- A being of this plane must be used as a "tool" to do the opening.
This is where Lewis and Dana fit in, with a little bit of run off from the earlier "rituals" example. As beings tied to this world, human hands must do the work to bring about the entities visitation...but hands do not necessarily mean souls in this case. As such, the entity essentially needs some for of emissary or Herald to come to this world, take or make use of a human form to do some physical dead, task or ritual to assure the door is open and they can walk through. In this case, the Earth Realm has some type of unseen spiritual screen filter; it will keep out the major bad essences, and a host of the smaller ones... but there are some minor entities which are just small enough to squeeze through the wiring and cause issues, usually by making use of a host body to do the physical work or act. In order for that filter to be shut down, human bodies---those connected to this realm in a base way--- had to undertake certain actions to "unlock" the filter screen.
I theorize that Zule the Gate Keeper and Vince the Key Master had to create a type of physical and metaphysical "circuit", a primal act of creation which made the door to Gozer's realm tangible and visible in this realm; as "man" has dominion over earth, it had to be done with human bodies so that the doorway would manifest on the physical plain. After the act was done, Gozer could then walk out onto the earth as an entitity with a body, as well as a spirit. This is backed up by the fact that Gozer's form was alterable, and it could manifest itself as whatever it wanted to be, but asked the human "Champions" [the Ghostbusters] to "choose" a form which their human minds could then comprehend and thus give shape to.
So in all likelihood, they did have sex in order to assure this condition was met. It makes little sens otherwise for them to need to get together for the door to be opened; they had to do something together, and we saw nothing else which could possibly be accomplished in that space.