I think in some cases, sexuality was more important than sex.
Had Oedipus only held hands with his mother, I'm pretty sure he would have kept his eyes.
Sexuality is an important part of the human experience, more than romance, I think. This is reflected in multiple works of arts. I remember Atwood's Rape Fantasy, which was built around a sexual / power act, and that the discussion of that act in that short story was at the core of the experience. Just as Atwood's Surfacing (yeah, I love Margaret Atwood, sue me), dealt with consequences of sex.
The idea is that some works of art basically grew by including sex beyond a simple "and then they made sweet love until the sun rose."
Music (and by music I do not include lyrics, since these are textual and can include sex rather easily) is a non-textual art. It is also an auditory experience rather than visual. By these traits, it is rather harder to express anything other than general emotions. However, through connotative content, music can express love, passion, desire, and well, sex. A good example of that is porn movie soundtracks. Even if you remove the visual and the acted parts, the purely aural values of the music expresses sexuality.