I feel like there's multiple answers to your question and none of them are going to completely satisfy you(ba-dum-tiss)

First and easiest, is addiction. While it's been overused as an excuse for bad behavior some people become absolutely addicted to sex. From the chase to the event. Could be they enjoy conquering or being conquered. And you can't discount the absolute flood of feel good chemicals that go on while the event does. And still there are others who are just addicted to that level of intimate connection with another living human being.

Then we have the psychological and romantic viewpoint that often comes with it. The idea of being desired and desiring. Of being wanted and wanting. And that's a potent psychological trigger for a lot of people. And then on a deeper level you've got that some people this is the most intimate they'll ever be with another person and that's something they don't get to feel very often So when the opportunity or presents itself they want to do that.

And lastly you just have a biological imperative in a lot of people. For some of us are hardwiring screams a lot louder than it does for other people.