It is an art-house films are not mainstream because they will only have a limited audience. Maybe you will like it and maybe you won't.
Movies about sex tend to have very polarised appeal. They are either loved or boring, depending on where you are in your own sexual landscape.
In a similar vein to 2046 and In the mood for love, this movie takes place mostly inside a limited number of interiors (though it also brilliantly uses Hong Kong's claustrophobic exteriors for the same effect.
Mei Li means beautiful in Chinese (or at least Mei means beautiful, Li, I am not sure about). She lives in a world of sexual fantasy involving an older Japanese woman (call me Madam) and the handsome Kim (I assume he is meant to be Korean).
Sex and attraction becomes a matter landscapes, both in the contrast between various buildings and the different languages each person speaks. These seem to represent the different realities of people. Reality and fantasy and interleaved without seams, present and past join hands, men become woman, masters become slaves, the living die and the dead are resurrected.
Only Americans write books and make movies about sex, where no one has sex....so obviously there is plenty of sexy parts, but all in context, and to a mostly good soundtrack.
Take the risk, because maybe you will think it is garbage, but then you can always just for and rent Batman Begins again.