Well it depends on how hard you’ve been working on your dick. Much of the PE techniques result in temporary penile exhaustion, so the idea of having sex straight after a heavy PE session may not overly please him - you don’t want him going semi on you mid-shag do you?
Sure, you may have sex a few times directly after a PE session and things will be fine, but it won’t be like that all the time. So do your dick a favour and let him catch a breath before you hit the sack..:)