Why should sex be forbidden? Can sex, being physically united in love, keep you from being in higher consciousness? On the contrary, suppressing your sexual feelings does not bring you closer to God!
Religion tells you that you are allowed to laugh and cry, to feel hungry and thirsty but not to feel horny. Is this not a natural feeling? How can you live normally and naturally while being disrespectful to one of the most natural feelings in this world? Celibacy is the most unnatural concept that you can think of.