I think your question is more aligned with science or anthropology than philosophy.
It isn't just a matter of having sex. How many places are there where a person could merely walk around naked in public without getting arrested?
Our sex culture is deeply rooted in biology.
Humans are among the very few a animals that both mate face to face and walk erect. (As far as I know, we're the ONLY species for which both are true.) We're also very visual creatures.
There are cultures where nudity is OK, but I think sex is something that generally doesn't mix well with large numbers of people. It's simply too distracting at best.
Your question might even be somewhat related to the question of why most of the great philosophers had so little to say about sex and relationships. Were they all celibate monks?
In summary, human sexuality is unique and has evolved quite recently. On top of that, our sexual behavior has to adapt itself to a growing population and rapidly changing cultures. I would venture to guess that the simple fact that diverse societies in a sense don't know how to handle sex makes it more confusing and a little scary.