Was it a bad idea? Definitely. But Jeb and Ophaelienne wanted to have a family together.
After they decided to try to get pregnant, they realized that Ophaelienne was not able to be impregnated. Fearing the potential media frenzy that might happen if things got out, they didn't go to a doctor to check for sure. But Ophaelienne knew that her skin absorbed cum and used it to replenish itself, and in fact that her entire body used it to that end, so the theory was that none of the sperm would ever stand a chance of making it all the way to her fallopian tubes to fertilize an egg. They considered embryo implantation, but they were too concerned that the doctors would realize something was strange about Ophaelienne's biology (not to mention the fact that it might not even work).
Thankfully, due to recent advancements in medicine, it was now possible for people of any gender or sex to carry a child, and thanks to recent advancements in society's perception of gender and sexuality, surprisingly few questions would be asked if a man (even one married to a woman) wanted to undergo such treatments.
Ophaelienne and Jeb came to the realization at exactly the same time: Jeb would have to be the one to get pregnant if they were to do this.
Conception was a fun time of experimentation. Since her demonic transformation, Ophaelienne had stumbled across a handfull of other succubi, and learned that as with any part of her physical body, she could change her genitals at will.
Jeb had not spent a terribly large amount of time considering what it'd be like to get fucked in the ass, but he was fully willing to try it (especially if it was necessary). He trusted his partner, who- despite being an actual demon- was a very caring lover, making sure he was not only as comfortable as possible but also that he was enjoying himself.
It cannot be exaggerated just how much sex Ophaelienne needed to stay sane. Compounded by the way her pheromones affected Jeb, sometimes several days would pass before they realized neither one of them had eaten or slept. It hardly took any time at all before Jeb got a positive pregnancy test.
The couple was both overjoyed and terrified, as one would assume most new parents-to-be are.
Turns out it's pretty hard to raise a child when one parent is a sex demon, and the other is completely and utterly enraptured by said sex demon.
Jeb would have to take on a lot of the childcare. Any time Ophaelienne had to go without sex for too long she risked losing basic knowledge and skills, not to mention the fact that one can't exactly be a fit mother while in the midst of a sex-crazed infernal rage.
This arrangment suited him just fine. Ophaelienne was worried he was just agreeing to this to make her happy, but he insisted. He'd been the one to have brought up having a child because caring for others truly made him happiest.
During their discussions about whether this was something they should do, they recognized that they were fortunate to already be polyamorous and in an open marriage of sorts. If that weren't the case, they'd definitely have needed to hire a full-time nanny- and then neither Ophaelienne NOR Jeb would be very present for their new child.