The Fallen (The Fallen Series) by Morgan Sierra

Trapped in a cave, Bailey's relief at finding help is almost palpable when she realizes that she's been 'rescued' by an Angel. The fact that he sends a shiver of desire through her doesn't set off any alarms. He tells her that he is curious about women - and his curiosity can only be satisfied by sex. Is she willing to pay the price for his curiosity and his satisfaction?