The Answer: Of COURSE sex is dirty.
But not for the reason you think.
Look, when a rabbi reads from the Torah, as soon as he finishes reading, he has to go and wash his hands, because the Holy Torah has defiled him.
How can a holy thing defile you?
When I was a boy, we would play outside until the street lights came on. In the twilight, as I approached the door, my mother would sometimes snap on the porch light and exclaim, "My heavens you are dirty! Get in here right now and take a bath."
Now, if I were a Jewish rabbi, the proper response would be, "I'm not dirty. I was fine out in the field just a minute ago. It's the light. The light made me dirty!"
Sex is participation in the divine act of creation. Through sex, we assist God as He creates an immortal being. We aren't worthy of that kind of work, but He allows it, even requires our participation in it. So, when we participate in the work of the God Who is Life, we become aware of our own unworthiness, our own sinfulness. We recognize that we are dirty.
Sex makes us dirty in the same way the porch light makes us dirty. I explain this and much more in my book, Sex and the Sacred City.
Now, when this question is raised, a related question often comes with it: why does religion get so upset about sex? Can't they just leave it alone and go do something else? The Answer: Nearly every religion has detailed rules about sexual behaviour precisely because every religion deals with the problem of suffering. We know there is suffering in the world. The existence of suffering is considered, by every religion, to be a sign of the world's broken-ness. Hinduism, Buddhism, Islam, Judaism, Christianity - all the major religions are centered in helping men and women deal with the suffering they encounter in life. Christianity is the most obvious, of course, since it is centered around a crucified man. What is the easiest, most sure-fire way to bring suffering into your life? Having sex with the wrong person, or even having sex with the right person at the wrong time (e.g., before you are married). You can spend the rest of your life returning to the error, trying to figure out how to remove yourself from the suffering the event brought you. The question really isn't why religions have such stringent rules around sex. The question is, why do so often insist on causing ourselves this kind of suffering?