In a small way sex is just a physical, fun thing. But when you make sex small you damage the larger part of it.
Human beings are beings with three parts that are intertwined into one. Most things that we do involve all three of these parts to one degree or another, even if only indirectly. When we are tired, for example, our minds become sluggish and our emotions nearer the surface, and it can be harder to interact with our spirit. (A human being's mentality includes, in turn, three parts--intellect, emotions, and will--and I am including all three when referring to the mental.) What we eat affects all of our being. Drugs that we take do the same, some of them even being able to directly affect us spiritually. Coming at this from another direction, actions and thoughts are widely admitted to be affected by the spirit. These things are changed by spiritual experiences. Christians, Hindus, Pagans, and others can all agree that that there is connection between these parts of a human being.
Strength, health, and stability are founded in different parts of a whole being in balance. Strengthen one arm and not the other and you will have trouble lifting and carrying heavier objects, and doing so safely. Strengthen one leg and not the other and running will be difficult; if it is bad enough you will limp! Conversely, damage one limb and the other will not be able to carry the load. When we emphasize any one of our three parts over the others, or ignore one part, then we will not be strong, healthy, or balanced.
Sexual interaction with another is not an exception to these principles. Just as when we reduce eating to fun only--say, eating lots of yummy donuts--we eventually reduce our mental and spiritual capacities, when we reduce sex to being only something that is physically fun we will damage ourselves mentally and spiritually (and possibly physically). By cheapening something so intimate we reduce our ability to be intimate with others mentally and spiritually. By using sex immaturely and irresponsibly we reduce our ability to relate to others maturely and responsibly; life becomes about the short term and not the long term, the shallow and not the deep. By emphasizing the physical at the cost of the mental and spiritual we build up the one and weaken the others.
By making sex small, limiting it to only one place in our lives, we damage and displace the other parts. Imagine that, having heard that the egg yolk is the most important part of the egg for a chicken to develop, you decide to make things easy by just having an egg yolk in order to get a chicken. This way you don't need as much space. You grab a small cup, just big enough for the yolk. Now picture carefully lining up the egg with the cup and pushing it into the cup. Yuck! what a mess! The protective shell is gone and the white, which provides protective cushioning, water, and some nutrients, is all over the place. But, hey, you have the yolk, right? Well, even if that yolk could still, by some miracle, grow into a chicken, it would be a stunted, poorly developed chicken.
Entering into sexual relations quickly, easily, and lightly, limiting them to being fun, cheapens their role in a relationship, and cheapens the entire relationship, making it easy to move on when things get difficult, stealing from you the deepest most satisfying parts of a relationship. Even if you make it through some difficulties, without those deep parts the relationship is still eventually doomed, because there will be more difficulties, the worst of which may be boredom; many relationships whither away from this, rather than suddenly breaking. Many easy, broken relationships undermines self-worth, and from there the chain reaction continues.
Sex should be part of, really an extension of, a deep relationship, one that encompasses will, intellect, and emotion. There needs to be commitment to the other and the relationship, a resolve to stick with it for better and for worse, forsaking all others, and until death parts the two. The intellect needs to be engaged by committing to know each other's character, desires, history, strengths and weaknesses. Emotion, easy to engage at the start, needs to be nurtured and controlled, shaped first toward the other above all else on earth. The spirit needs to be engaged, as well. God needs to be first in the life of both, with both seeking Him together in Word, prayer, worship, and service. Of course in the physical there needs to be commitment to the other, and there sex needs to be just one of many physical interactions. Relationships (interactions with other people) need balance; all things within a relationship should be in their proper place and in balance, taking into account how all a human's parts work together.