One problem that I envision with sex in space is space adaptation syndrome, i.e. space sickness. I imagine there are few things that spoil the mood faster that vomiting on your partner.
On the other hand, I believe that sex in reduced gravity (e.g. on the moon or Mars) would have significant advantages. Reduced gravity would mean less effort required to keep ones weight off of ones partner, and could make some positions that are difficult in one gravity, easier.
The idea that they should stay on a fraternal basis was big at NASA: out of the 1,348 pages of the tome NASA had compiled called Human Relations in Transit to Mars, only a single page was devoted to the subject of sex; and that page advised against it.[1]
On the other hand, I believe that sex in reduced gravity (e.g. on the moon or Mars) would have significant advantages. Reduced gravity would mean less effort required to keep ones weight off of ones partner, and could make some positions that are difficult in one gravity, easier.