Contrary to popular belief, the Catholic Church holds sex and pleasure in high esteem. Here, listen to Her.
Catechism of the Catholic Church
2362 The acts in marriage by which the intimate and chaste union of the spouses takes place are noble and honorable; the truly human performance of these acts fosters the self-giving they signify and enriches the spouses in joy and gratitude. Sexuality is a source of joy and pleasure: The Creator himself . . . established that in the [generative] function, spouses should experience pleasure and enjoyment of body and spirit. Therefore, the spouses do nothing evil in seeking this pleasure and enjoyment . They accept what the Creator has intended for them. At the same time, spouses should know how to keep themselves within the limits of just moderation.
1660 The marriage covenant, by which a man and a woman form with each other an intimate communion of life and love, has been founded and endowed with its own special laws by the Creator. By its very nature it is ordered to the good of the couple, as well as to the generation and education of children. Christ the Lord raised marriage between the baptized to the dignity of a sacrament.
2366 Fecundity (ability to produce offspring) is a gift, an end of marriage, for conjugal love naturally tends to be fruitful. A child does not come from outside as something added on to the mutual love of the spouses, but springs from the very heart of that mutual giving, as its fruit and fulfillment. So the Church, which is "on the side of life," teaches that "it is necessary that each and every marriage act remain ordered per se to the procreation of human life."
"This particular doctrine, expounded on numerous occasions by the Magisterium, is based on the inseparable connection, established by God, which man on his own initiative may not break, between the unitive significance and the procreative significance which are both inherent to the marriage act."
Within the confines of marriage, it is clear that the Church is much more open and encouraging about sex and pleasure than most people think. If, however, you are thinking about premarital and extramarital affairs, then these statements do not apply, because the Church believes that these situations go against God's will and are therefore immoral.
Now you are probably back to thinking the Church is prudish. Not so, I would argue, as this statement from http://www.theologyofthebody.net/ sums up well:
"When it comes to sex outside the marriage covenant,
and the use of artificial contraception, in or out of the
marriage covenant, the Roman Catholic Church is not
prudish - She is prudent."
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