I think you are onto something here. I found this, knowing that serotonin is a feel-good chemical and then throwing into my search the word "sex" --
Serotonin
What it does: Serotonin regulates your moods. Having an orgasm releases an extra shot of serotonin to your brain, which acts as an anti-depressant.
How it makes you feel: You feel cheerful, hopeful, emotionally balanced, and content. Most clinical anti-depression medications pump up serotonin levels in your brain.
It's the natural high
Some people go to great lengths to get drugs, but why bother when these active chemicals are just waiting to be released in your body? Having an orgasm is like getting high. By releasing a myriad of substances into your bloodstream, you are altering your brain and body functions.
Orgasms involve a complex interaction between three systems of the body: the vascular system, the nervous system, and the endocrine system. They are so complicated that it's a miracle that they happen at all. So enjoy them and remember to have as many as possible.
Read more:
Chemicals That Fuel Your Sex Life - AskMen