>>3814379A more detailed answer than you could have possibly wanted:
In the game, there's a dark world of sorts that is tied to the collective unconscious of the mortal world. If a mortal enters that world, it's only a matter of time before they encounter their Shadow, which looks exactly like them (minus the yellow eyes), but their personality is essentially inverted--the Shadow represents everything the person hates or denies about themselves.
For several of the characters, their Shadow's personality is tied to their struggles with identity or sexuality--Rise, for example, is a retired pop idol trying to live a modest, normal life, so her Shadow is a slutty, vapid attention whore; Kanji is a macho bad boy who's embarrassed by his soft side, so of course his Shadow is OBNOXIOUSLY FABULOUS, etc.
It's a pretty dangerous thing to meet your Shadow, because most people's reaction is to deny that it represents any part of themselves, but that only makes them more powerful, since Shadows are MADE of denial and rejection; deny your Shadow too much, and it eventually becomes unstable, mutates into a some bizarre monstrous form, and kills you. Only confronting and accepting the Shadow can quell it; doing so allows it to act as your Persona, which is a sort of superpowered spiritual avatar--think like Stands from JoJo's.
As for the porn implications, as mentioned before, a couple of the characters have emotional baggage that causes their Shadows to revolve around their sexual hangups, so a lot of people just made the mental jump and assumed that Shadows have no inhibitions. Given how secretive most people are about their kinks and fetishes in general, it stands to reason that Shadows would be a lot more... "open".
