Reid explained that it was the reverse of what happened in real life. The girl rejected him and he flipped it to him rejecting her by devouring her...but then his victims were representations of what he 'thinks' happened; that by rejecting and devouring him, she is a praying mantis. Then it all becomes ritualized and sexualized while she eggs him on in his delusion. I think.
I almost stopped watching last year because of the violent images - the same with CSI. But, now I don't watch them live I tape them and fast forward. I may miss something, but I do love watching the teams interact and the characters develop.