Man and woman are one flesh (Genesis 2:24, Mark 10:8, Hamlet 4.3).
Therefore, having sex inside marriage is having sex with yourself, which is a sin.
Not having sex inside marriage is a sin (1Cor 7).
Having sex outside marriage is adultery, which is expressly forbidden by the Ten Commandments (Exodus 20:14), and therefore a sin.
Not having sex at all is also a sin: a waste of seed (the crime of Onan), and disobeying the injunction to go forth and multiply (Genesis 9:7).
Frankly, God has us coming or going (or not coming). We’ve had it, whether we’ve had it or haven’t had it.