I used to think Jimmy wasn't a true alcoholic but definitely an addict because of his sex stories. But as I listen to them in hindsight I think they sound far too calculated and "clean" (for lack of a better term) to all be true. I don't doubt he's done some depraved things, but as others have said I think his sex addiction is one of his manufactured personality quirks that, like his alcoholism, he believes makes him more interesting.
It's funny too, because Bobby Kelly had a similar story, and nobody ever questions the fact that he's an addict. He got into actual trouble as a kid and grew up in a shit house and was handed over to the system and got sober. But his pattern of weight gain and weight loss (less the latter these days) is identical to the drunk that does great for a while and goes back over and over again. I actually empathize with Bobby a lot in that regard. He got over drugs and booze and made peace with his Hellish upbringing but he still can't get a grip on food. It's his fault at the same time but I dunno, it's a tough one man.