So a big part of the reason why people or anyone reproduce is to push the species or just the bloodline to newer better levels, or to advance. This ties in to the TRUE ORIGIN of Mighty Thor. As to why Odin laid with Gaea.
Based off the recent image shown of Odin and the Phoenix becoming lovers, the mother storm in Mjolnir is actually their daughter. This would give explanation(and I use this term loosely with this crap) for why the Phoenix is "afraid" of the storm. The daughter has a potential for greater power.
It would "explain" why the storm never escaped before as there's a love/hate relationship with Odin.
It would explain how Jane(I will not give Thor to her on any level her name is JANE) was able to do so well in her fight with Odin.
And explain why Mjolnir resisted even Odin lifting it.
This is just a theory but it does fit.
It's totally stupid that the Phoenix Force has any desires to procreate, especially with a god or human. It's whole point is that it does not have human-like feelings. And it's point is that it gives birth to itself on its own.