Thank you for your question. First of all, it should be kept in mind that knowing the answer to such questions has no effect on our lives. There is no spiritual or material benefit for knowing these things. Secondly, although it is possible for jinn and humans to take sexual pleasure in each other and isn't considered something very unordinary, yet there are differences of opinion amongst Shia and Sunni scholars regarding its permissibility. Anyway, we weren’t able to find any substantial Islamic reasoning that confirms the permissibility of this act. For further information, you can refer to the following questions of this website:
1- 1296 (website: 1279)
2- 3044 (website: 3294)
3- 438 (website: 468)
4- 556 (website: 606)
 Regarding this matter, see: Ahmad ibn Saleh, Rasa’elu Ale Tawq Al-Quteifi, vol. 3, pg. 473.