Do you think sex is for procreation or is conception just a by-product of sex?

If sex is just for reproduction then why are there so many advantages to doing it?

Well, I don't believe that it should just be for reproducing, but since you're asking "why are there so many advantages" I feel that I must point out that those advantages are meant to get us to reproduce.

Sex feels good and makes our lives better because the purpose of the life cycle is to create more life. If sex didn't have many advantages, that would be a pretty flawed design for reproduction, causing us to possibly not exist as long.

Reproduction is necessary for the survival and evolution of a species. Considering that it's the most important thing besides survival of the individual, sex has to desired.