Where do kinks come from? Are we each born to seek out certain thrills, or are such illicit appetites unlocked through experience? Sigmund Freud had a few theories on the subject, and so does Harry Lighton’s “Pillion,” a steamy art-house psychodrama that’s fairly light on analysis but not at all shy about showing the germ of one man’s titillating new turn-on. Named for the person who sits on the back of a motorcycle, arms wrapped around the driver’s waist, “Pillion” focuses on a nascent submissive discovering what his butch new biker boyfriend describes as “an aptitude for devotion.”

A mild-mannered traffic warden who still lives at home, Colin (Harry Melling) is on a blind date arranged by none other than his mum when he spots what could be the man of his dreams. Dressed in a full leather riding suit, Ray (Alexander Skarsgård) is everything that pale,...