It's a definite possibility. After all, even if the visions stop for someone who passes it on, those entities are still obviously out there. It might be similar to how exorcising the other one kicks it out of the host but clearly doesn't kill it.

[A beat: he hums to himself, contemplative.]

Also, there are only so many of us. If we must continue to sleep together to avoid being targeted, chances are pretty high that the majority of us will host them sooner or later. What then? What happens when someone who's already had visions comes across the same demon twice? Thrice? That's a potentially dangerous thing - multiple exposures to the same curse or creature.