The attraction to Pyramid Head doesn't surprise me at all. Let's be honest, rape fantasies are common to humanity in general. Everyone has fantasies about being taken forcibly by someone that they find attractive and wants them that badly. It's been the subject of fantasy material for longer than I've been alive, and somewhere out there are always people acting shocked by it.
The thing to remember though is that this kind of "bondage fantasy" has little to do with reality. I mean honestly anyone that the victim would find that attractive is likely to be able to "score" without resulting to force, and such fantasies could be 'safely' played out (which they are for many people). Real rape on the other hand does not come like the victim fantasies it can engender in some people. Understanding the differance between fantasy and reality here is important.
Had Pyramid Head been portrayed as a giant fat man with gigantic oozing sores all over his body I doubt this would be an issue. As it is, he's kind of an ideal, very aggressive masculine portrayal. Being ravished by Pyramid Head sort of tapping into the same thing as all of the so called "Paranormal Romance" novels with the protaganist being ravished by Vampires, Demons, or Werewolves. On a non-supernatural front, all of this is the same thing as a romance novel plot about some lady being taken and ravished by unusually studdly pirates. Really this is just a variation on a concept/desire that people have been tapping into for a long time.
Men are also not immune to such things, there is plenty of fantasy out there about men being roughly taken by beautiful, and powerful women. The number of leather clad dominatrix chararacters with bad attitudes illustrates this exactly. Women have their Pyramid Heads and Vampires, guys have their Succubi, and Vampirella. .
While not my cup of tea, I wouldn't be shocked if somewhere out there you'll find communities of gay men producing "slash" fantasies about being molested by Pyramid Head as well.