The science? Well, fundamentally, the pleasure center of the brain is part of a system designed to reward an organism for engaging in activities that benefit its reproductive success. If sex didn’t feel good, would you bother to procreate? What feels good is just arbitrary.
(Yes, I know there are many things that feel good that are bad for you. A lot of that is because modern society/temptations/drugs/food has not been around long enough to greatly affect us, evolutionarily.)
I doubt this is the answer you were looking for, but others can probably talk about the nuts and bolts (pun intended) better than I. :D