This was tricky to follow, so stop me if I'm wrong.
-Guy thinks he has a sleep paralysis demon that looks like a ghost lady -Guy develops a crush on said demon lady and masturbates to her -She enters his room at night, fucks him in his sleep -Turns out it's not a ghost/demon, just his neighbor coming home drunk -Sounds like she was dumped/broke up with somebody -He has sleep paralysis and thinks it's her doing -Can't cum, fapped too much, passes out instead -He wakes up the next morning she's still there, out cold and mid-coitus -She wakes up, sudden stimulation makes him cum inside her -They get dressed and she apologizes for the minor inconvenience(?) -She got pregnant from the creampie, he convinces her to keep it
So yes, the little girl at the end is technically the neighbor's kid.
For anyone who doesn't know "Koi wa Thrill, Shock, Suspense" is the 8th OP song for Detective Conan. A bit confused on how that relates to this story, but I guess that's par for the course.