Sex is a religious experience for some. And some religious rituals involve sex:
"I saw in his hand a long spear of gold, and at the iron's point there seemed to be a little fire. He appeared to me to be thrusting it at times into my heart, and to pierce my very entrails; when he drew it out, he seemed to draw them out also, and to leave me all on fire with a great love of God. The pain was so great, that it made me moan; and yet so surpassing was the sweetness of this excessive pain, that I could not wish to be rid of it. The soul is satisfied now with nothing less than God. The pain is not bodily, but spiritual; though the body has its share in it, even a large one. It is a caressing of love so sweet which now takes place between the soul and God, that I pray God of His goodness to make him experience it who may think that I am lying."
--- Of Visions. The Graces Our Lord Bestowed on the Saint. The Answers Our Lord Gave Her for Those Who Tried Her: Life of St. Teresa of Jesus, of The Order of Our Lady of Carmel