The gotcha really is interpretation of theme.
Let's use WoD as an example. Vampires are dead. Even the books state (IIRC) that the rush from blood is better than sex and to make certain things happen that make sex possible (like BONERS and WETNESS) a vampire needs to spend blood. Logically, I would interpret this in theme to mean that not every vampire would use sex as a hunting mechanism, or the idea of spending precious blood to obtain precious blood might seem beneath certain vampire mentalities.
I think most WoD players are aware of this concept. However, a lot of WoD players want their smutty scenes, too. IMO the better players will constantly keep these blood expenditures in mind, as well as that for the vampire, the blood might be more the goal than the hookup. Does this mean vampire PCs should never have sex? Naw. But I think when it comes to playing a vampire, the psychology, or practice of blood spends, behind this should be recognized.
But if someone just wants to RP "sexy vampire vixen/maven number 2453" and gives zero fucks about overcoming their undead state, even if to not appear like a walking corpse in "Coffee House Scene #4376", are they breaking theme?
This is where the staff/player slapboxing starts every time.