Making love and having sex with ur legal partner (wife) do increse intimacy btw d 2 parties involved. But having sex with an illegal partner like ur girlfriend, mistress, fiancee n d likes of it only increase u in immorality d main product of lust.
Assalamu'alaykum warahmatullahi wabarakatuhu! Religion (Islam) is a way of life which teaches human the path to eternal salvation and glory both in this life and the next. This is achieved by the prophets: Noah; Moses; Jesus; Muhammad (PBUT) just to mention a few, which our lord Allah (SWT) sent to us to warn us not to incur Allah's (SWT) wrath by going against His laws and to give us glad tidings of paradise if we obey Allah (SWT).