I'm not sure that I would trust Nietzsche on anything to do with love and eros and stuff, apart from the wisdom of wearing a condom (oh, he didn't advise that?), but I guess this paragraph made some sense for his time:
In aphorism 71, ‘On female chastity’, Nietzsche comments on the lack of
sexual education particularily of upper-class women, and the adverse
psychological impact this has on them. These women are made shameful and
ignorant of all sexual matters as part of their feminine honour for the
securing of their husband. However, once they are married, they are
faced with the expectations of a sexual life without any preparation;
and the man they respect and love most now asks of them precisely what
they were previously taught to consider vulgar and unacceptable.
Nietzsche empathises with this paradoxical situation for women when he
writes, “to catch love and shame in a contradiction and to be forced to
experience at the same time delight, surrender, duty, pity, terror, and
who knows what else, in the face of the unexpected neighbourliness of
god and beast… Thus a psychic knot has been tied that may have no equal”
(71). In other words, the gender roles that are part of the formula of
courtship and love, in many instances have an adverse psychological
affect on women.