If their programming is good enough to be considered sentience, and they have free will, there's not much of a problem.
What may be a problem is letting technology advance to that level.
We already have sex toys. That's not new. We already have a zillion things designed to remove or reduce awkward contact with strangers, we have apps to make meeting people of your desired type easier, we have devices and services meant so you don't have to wait, deal with humans, do basic tasks like cleaning, cooking, grocery shopping, buying clothes and more. With all the people either unwilling or unable to develop social skills or confidence, with so many people only looking to use others for sex or to only be in a relationship at their own convenience as it suits them, with all the possible therapeutic uses of a sex droid, regardless of personal feelings it is right in line with our societies values. If you're rich enough you can already essentially pay a human for the same function, likely to their greater emotional detriment in the long run. If anything this could potentially be a boon to society. It has down sides like any technology, but it seems inevitable given enough time.
What may be a problem is letting technology advance to that level.