To further my lead from earlier, the dragons from D&D love inter-species relationships. For two primary reasons; one, it allows them easy threat minimal access to human baubles and coin because they love hoarding such things (something I could easily see GW Djinn partaking in, as they too love to hoard and have a penchant for causing mischief). Secondly, they do it because in all frankness they tend to live for thousands of years and just generally require amusement when not napping for decades at a time.
This is all speculation on possibility, mind you. As I stated earlier we thus far have zero lore relating to Djinn courting or reproductive habits/preferences. I'm again merely offering possible answers to these questions.