At the moment of orgasm, you transcend your separateness and there is a moment when you merge together. For most people that is the direct route to a spiritually transcendent state. What you learn to do in a lot of yoga forms is awakening the sexual energy, not to the point of orgasm, but just to the point where you draw the energy up the spine into the upper chakras, and you use your partnership to keep awakening that energy.
Fascinating & enlightening! Namaste!