Judaism is all about sanctifying the mundane. Sex is supposed to be between you and your husband/wife, and nobody else. Simple acts in your daily life become special when you're Jewish--for instance, many Orthodox Jewish women adhere to a code of modesty called tznius which involves covering your hair once you're married. It's to have something special only for your husband (family too, depending on the woman) to see.  It creates something sacred where there wasn't something sacred before. It's pretty much the same with sex. It's a special thing to be shared between you and your husband (not the family this time, haha) and nobody else.

Peace