I certainly read Anaïs Nin for the literary value.
I enjoy the titillation, of course - a book can offer up scenarios and sensations that aren't available to one in one's everyday life (sex out of doors, for example, or sex in 1920s America

). It can be exciting to share those scenarios with a partner; it's fun to talk about these things, to discuss the things that arouse you. Personally I enjoy sharing sexuality in many ways with my lover. I like variety. Speech and visual stimulation are just as erotic at times as physical sensation.
But Nin's work has also helped me discover aspects of my own sexuality and my character in new and remarkable ways. In the context of experience and narrative, she has helped me to reach parts of my femininity of which I was previously unaware. Erotic literature opens up possibilities in the hearts and minds of the sexually inquisitive; and no one has done that more for me than Nin.
I'd add that works like Nancy Friday's collections of erotic fantasies are excellent ways of making one feel normal and female (or male, in the case of her collections of men's fantasies)) where one might have been afraid or ashamed of what turns one on. That is all to the good.
ETA: Loving someone, as I do my partner, does not preclude other desires. We both understand that, and act accordingly.