Oddly enough, when you phrase it like that it seems that every bdsm story has a certain element of wish fulfillment and as such Mary Sues should have a welcome home in the genre.
On the other hand, I think the Mary Sues are the kind of characters that are... difficult to relate to. They tend to be too uneblievable, too good, too perfect, too whatever, and as such the reader can't imagine themselves in her place (or his place, in the case of Gary Stues). That could detract from the pleasure of reading.