ah so that's how it goes if you didn't serve him right away at the 4th nightmare..
In my case after he warned us, he asked if we truly wanted it because we were so straightforward about serving him, this was one his rewards. Then you have 3 chances to not have sex with him. if you refuse him during the first two he will get annoyed, during the third option he'll let you stop because there will be a nex time anyway.
Edit: I decided to be more precise and add about the part that he rewards us for being straightforward with him about serving him..... but you already mentioned that previously.. my bad.