I guess vampires really do have more fun....
The Contessa in particular really seems to want to indulge in the...ahh...more physical aspect of the relationship. Vampires these days....
If you're wondering why the Contessa seems to have two wants the same, it's because she has both "Woohoo with Mai" and "Have very first Woohoo with Mai". Along with wanting to Woohoo Mai in the car, of course.