Yeats wrote a number of poems about sex and specifically the mysterious connection between our spiritual and animal natures. Sex is a problematic subject in "Leda and the Swan" because the word "rape" brings up issues of violence and gender inequality that the modern reader can't ignore. For example, why does Yeats write a poem about an act of violence but make it sound so seductive? At the same time, you could interpret Leda's rape by Zeus symbolically as a violent but mystical encounter that brings a person to another level of reality. Yeats would have taken Zeus as a symbol for pagan divinity, or even of nature in general. And the Greeks would have found the idea that the gods were obliged to follow human rules to be absurd.
In "Leda and the Swan," Yeats knowingly sets aside modern standards of ethics in order to fully inhabit the world of the Greek gods and fate.