According to Osho, sex feels futile mostly because borrowed condemnations - 'sex is dirty/sinful' - override direct experience. In the silent intimacy of intercourse, one partner's thought of futility instantly infects the other. Thus a surface, intellectual misery masks a deeper, instinctive bliss. Drop secondhand judgments, meet the instinct naturally, and let experience - not conditioning - decide; only then, if futility arises, is it real.
It feels pointless because we've been taught to feel guilty, and that borrowed thought spreads between partners, covering up the natural pleasure underneath.