Following the first sin, we became ashamed. This is good and right in that prior to sin man had to reason to be ashamed, and after sinning man knew that he must be covered, and so he took plants and tried to do it himself. Ever since then, human instinct has been to cover ourselves over. This is a perpetual reminder of the nature of sin and of our shame before God.
We further see evidence of our shame concerning sex and sex organs when society orders it into the private rather than the public realm. "There is a natural shame which forces even houses of ill fame to make provision for secrecy, because, easy as it was for lust to get rid of legal restrictions, it was far too difficult ever to remove the darkness from the dens of indecency." Even sex between husband and wife--which is a good thing!--we relegate to the isolated bedroom, despite the fact that we al know it goes on and see the evidence of it in the existence of children. "Yes, it is a good deed; but it is one that seeks to be known only after it is done, and is ashamed to be seen while it is being done."
While the sex act is not sinful itself per se (it certainly wouldn't have been pre-Fall), with our fallen nature it is functionally impossible to separate it from lust. Which means that we must be very careful in our approach to it, lest we become dominated (even in the context of marriage) by our sinful passions.
Augustine may go to far here in his condemnation of marital relations (his successors certainly did), but his point is still a valid one. Everything we do is touched by sin, which only increases our need for the Gospel.