There are two different types of sexual intercourse, astral and physical. To have children, two physical bodies need to have physical sex. Asmodeus was conceived when the Gods were physically on earth and could have normal sex. Astral sex like the type you can have with succubi and incubi can't give birth to children.
The other beings like elves, mermaids e.t.c. are all elementals and don't have physical bodies. You can only have astral sex and relationships but cannot conceive flesh and blood children with them.