Chris,
When the reward for an action happens at a time long after the action itself, the body has "pleasure" to alert itself that something good has happened, even though there is no immediate reward at hand. Similarly with certain forms of pain, that tell (warn) you about destruction of the tissues before the actual destruction takes place.
As regards sex, there is sexual pleasure, but the true reward, delight and joy comes from having and raising children and grandchildren, which are the biological measure of life success. Think of it this way. If there were people who took no joy in children, and therefore abandoned them, their children would probably not survive very well, and such people would after many, many generations have no great-great-great-ever-so-great grandchildren. Such persons who might have lived many years ago would not have had me or you or anyone alive today, in other words. You and I and most all of us are most likely descended from people who liked having children, to the point that they took care of them. Then, we probably inherited their desire to have and raise children. And, of course, to enjoy sex which produced those children.
But, what if we start enjoying sex in a way that does not produce children? We get part of the fun, but miss the "real" fun. Now, in humans, "producing children" is a long term proposition. Couples raising children find that loving each other makes the child-producing much more effective and hence enjoyable. So, they often enjoy sex to "make love" even though they already have the baby's physical body produced. Their sexual pleasure produces the growth of the babies or child's "soul."
Those who have "casual" or "promiscuous" sex with no thought of future children can actually harm any future children they might have.
This is especially true of human females, because of a difference between the way males and females contribute to having babies. Every mother knows what baby is hers, and which ones she should love. But normally only fathers with women who are "faithful" to them can know for sure what babies they have fathered. Men who are with women who are, or have been, with other men, often (not always!) have doubts about that woman's babies, and less love for those babies. Presently, DNA testing helps make these matters clear. But the reptile in your brain may not believe in DNA testing.
The golden rule for men is, treat every woman the way you want other men to treat the woman who is going to have your children. That's the way to have the clearest conscience.
Of course, many people decide to cheat on nature, and get the pleasure of sex without connecting it to producing children. This is called "loving pleasure." Because it does not connect to the deeper biological issues of adaptive fitness, it is unlikely to be ultimately as pleasurable or satisfying as using sexual pleasure for what your body and pleasure centers intend. Humans are adaptable, and can often find a pretty good life in a variety of ways. But, it is healthy to hope for the complete package.
Be shrewd. Look for the meaning of all pleasure and pain, and make that meaning a part of the experience. Then you will avoid useless pleasure, and take on useful pain (called discipline). Keep thinking! It's hard, but a great pleasure, in the long run.
Stephen