One of the ironies of the 1984 dystopian world is that although, as in the Soviet regime of Orwell's time, religious belief is forbidden, the Party is puritanical about sex to a fanatical degree, just as some religions still are in our own world today. Winston sees sexual freedom as a force that has the potential to destroy the Party. It's partly because of this that he tells Julia that the more lovers she's had, the more attractive she is to him. Divorce is not permitted, and therefore Winston can never free himself from his much-disliked wife Katherine, although they're separated. The Party views sex only for the purpose of procreation, and this is why Katherine (and others) have referred to it as "our duty to the Party." The Party is also sexist in the sense that it's especially women who are taught to despise sex. There is a Girl-Scout-like "anti-sex League" women are encouraged to join, with its red sash Julia herself wears and throws off when she's with Winston.
During Winston's interrogation and torture O'Brien goes even further than Winston or most outside the Inner Party might have imagined, saying that "we shall abolish the orgasm," and that they have scientists working on this now. Overall, the aim is in keeping with the general intention of turning the population into unfeeling zombies. Though the Party encourages marital fidelity, it also deliberately breaks up the family unit by encouraging children to turn on their parents, as Parsons' children do, overhearing him as he utters thought-crime in his sleep, and then reporting him to the police.
It's interesting to consider these aspects of 1984 in the light of other writings of Orwell. In his earlier novels such as Burmese Days and Keep the Aspidistra Flying, he identifies antagonism toward sexual freedom as a symbol of the old order, of conservative and outdated middle-class morality (which it is). In one essay about his upbringing he describes it as normal for parents of the time to "systematically warp" a young boy's sexual development. In 1984 the rationale for the Party's anti-sexual stance is that sex is a competing force to its rule. Also, this element in 1984 shows that Orwell's future world, at least in this respect, is the exact opposite of Aldous Huxley's in Brave New World, in which sexual freedom is considered normal and desirable.