Sexual intimacy between a husband and wife is a reflection of the intimacy God desires with his people. Intimacy with God is shown by the fact that He lives in us (Rom. 8:10; Gal. 2:20; John 17:23). Therefore, the physical intimacy of a husband being inside his wife is a physical picture of the spiritual reality for believers.
Some may wonder where in the bible can one find this connection between sexual intimacy and spiritual intimacy. While the bible does not explicitly state this, we can see it implicitly.