Thanks to the wonders of modern science, no sex is necessary. Even without medical treatment, a man can jerk it and a woman can insert his sperm without the need of any penetration whatsoever.

The disease risk is irrelevant thanks to condoms and antibiotics. Even HIV can be suppressed to the point of being entirely undetectable thanks to modern medicine, and actual full cures and vaccines are in the works.

From a purely utalitarian point if view, the female orgasm is entirely useless as well, as procreation occurs regardless of whether a woman has a great time or not. Many women can’t even orgasm from penetration alone, and the alternatives (toys, oral sex) require preparation and protection to prevent things like UTIs and STDs spreading (in case your sexual education failed you: yes, oral sex spreads STDs as well).

People have sex because they like having sex. That includes anal sex, oral sex, masturbation and all other kinds of pleasurous activity.

The better question should perhaps be: why would pleasurable activity for the sake of enjoyment be immoral? Would the most moral life really be to toil, consume nutritional supplements, procreate when necessary, and die, as none of these acts require any enjoyment to get their task done?