No it wouldn't work.
Don't get me wrong, it'd probably sell as decently as Monster Musume (kek) but by its very concept, you've gunned down any chance for it to succeed as more than an occasional fap.
Here's where it stands. By making it sexual, you've dove head first into the dreaded AO rating. There's a reason South Park: Bigger, Longer, and Uncut fought so hard to five into the hardest possible R rating it could get, because parents could still technically take their children to see it instead of a clean, castrating 'under 17 not admitted'. The beloved M rating is much in the same vein when you ask how many tweens have played Grand Theft Auto, Resident Evil, and DoA Extreme. The moment you cross that barrier, you lose several saving graces.
-People who are not adults cannot purchase or play it under regular circumstances.
-You cannot play these games with an audience, UNLESS it's to be deliberately satirical
-People who are turned off by furries being lewd will immediately nope out of even bothering, no matter how good the mechanics are.
There's a reason that games like Pokemon, Dust, Undertale, NitW, and so many more have successful porn bases, and none of those reasons are based on how sexy the characters behave.
If you want furry XCOM, make furry XCOM, but stick to T or light M ratings and make the sexual stuff more thickly veiled (or make it a secret developers' mod). Let regular people in and who knows, maybe you'll convert someone INTO a furry, much like Disney's Robin Hood or Starfox Adventures did without resorting to blatant sex.
There's a reason games like Corruption of Champions or Trials in Tainted Space still remain (relatively) obscure even within the fandom, despite being built and reworked over several years and it's not because of the quality of the games.
Even within the fandom, you still might end up with a questionable percentage of people who actually buy the game, given how many furries on average hurt for expendable income, so there's no real measure of success for that.
None of this is including how well this game ven caters to the individual furry's kinks. Some might not mesh with the what fetishes are or are not on display and you can't plan for that except with ridiculous levels of after-launch content. Maybe some people WANT the game to be SFW, maybe others want a character whose power is weird and isn't implementable in the system, or maybe they don't have the orientation of the developers and just want exclusively guys/herms/females for sex and there just isn't a way to plan for that.
In short, KISS
Keep It Simple, Stupid
If we have Sans x Papyrus, the furries will make their OWN determinations for a non-sexy game.
If you want to design a sexy game, pick an easier genre. Hunie Pop got away with... a lot less.