Well, if it is, then you're going to have to admit two things:
1. Nearly every animal on this earth has religion, and
2. People without religion can't be having sex, or sexuality. Ask around, see we're doing...
No, you just don't get me.
Sex is a bond, a union, the orgasm itself is like a moment of 'heaven' (not just metaphorically, it's a kind of momentary euphoria, like a limited microcosm of what actual heaven is in it's metaphysical sense). Sex itself is in part a physical thing, but it's also an emotional, aesthetic, psychological and...you guessed it...a spiritual thing.
Even just as a physical act alone, it is kind of like a religious tradition. Whether you go back to Ancient Greece or to modern nightclubs, there is a mysterious aspect of it that is a little more than just an act. Even though that many people bastardize it into physical, lustful arousal, the union of genitals and the eye-to-eye contact of two lovers is an act of searching for the ultimate other (however you conceptualize it).
There are many practices across most religions in some form or another that include this in some form, Buddhism has Yab-Yum, Hinduism has Tantra (so does Taoism), where penetration without ejaculation can build up altered states of consciousness in both lovers.
Other religions have forms of Asceticism (Nuns are a famous example), which emphasize other qualities that averting oneself from sex (and retaining desires for the act) has to the very same elements of the psyche (both psychological and spiritual). There are two extremes and they both have their spiritual benefits, both relating to mind and heart, wherein the act itself is not a self-fulfilling physical piece of entertainment inasmuch as a means to an end.
On animals, they don't have the aesthetic (look, color, smell, clothing, etc) concerns we do as humans. Nor are they particularly ritualistic or selective on any emotional level like ourselves. There is an intensity in humans that is not alike animals, though the absolute devaluing of sexuality and sex itself has kinda make people think like animals about sex. It's a massive topic, it's not such a closed book either.
People without religion still often search for the other in sex but often don't have much of a frame work or discipline for getting the most potential out of it. (hence the Porn industry) The modern Western world in particular has really devalued sex into just a product, like buying a pack of cigarettes, in and out, nothing matters as long as it's not rape. This attitude and also superstition (like amongst some Christians) about it, is an unfortunate happenstance in history, hopefully we will find our footing again.
And this is leaving out the significance of procreation, which adds another element to this.
