I just realized, but shadow Chie, Yukiko and Rise all have some apparent sexual implications in their manifestations despite the reasons behind them being usually less sinister.
Shadow Chie = Bondage Queen (desire to control) Shadow Yukiko = Seductive Princess (desire to escape) Shadow Rise = Exhibitionnistic Diva (desire to be seen)
The only girl who didn't follow that trend was Naoto although she could arguably have such problems too ever since puberty hit.
Well, Naoto wants/wanted to be a man, so I suppose that that does involve sex, though in a different meaning. Keep in mind they're all 15/16 or so, and as such I'd be surprised if sex wasn't a frequent thought on the dark sides of their minds. And remember, shadows represent repressed and hidden feelings and emotions, or thoughts you don't even want to consider. Which could explain the lack of sexuality in Yousuke and Teddie's shadows: They're pretty much blatant perverts.
She want's acceptance/respect as a detective by the police, who treat her like a child. That is why her shadow was going to turn her into an adult. (The man part was due to her gender insecurity based on the general japanese preconception that women are inherently weak.)