that the state will ever permit. If people can find love—whether it's sexual love with their fellow citizens, or the familial love of their nearest and dearest—it means that Big Brother has a rival for their affections, and that simply cannot be tolerated. Most people would always put their loved ones ahead of the state, but in a totalitarian dictatorship such as Oceania's, this is a subversive notion, to say the least. The Party and its agenda must always come first.

Winston's relationship with Julia is an act of rebellion; it's an expression of his loathing for Big Brother and all he represents. In loving Julia, he's simultaneously hating Big Brother, a jealous demagogue who needs the constant love of his people and will brook no rivals.

In this society, a major goal of the Party is to make sure that people have no loyalty to anything but the Party.  To accomplish this, one thing it does is to try to destroy personal feelings  and emotions other than the ones the Party produces (Two Minutes Hate, for example).

So, if the Party is trying to get you not to have feelings for other people, then sexual desire and true sexual intimacy are things that go against what the Party wants (and that makes them crimes).

Winston says that this is why his life married to Katharine was not satisfying (emotionally and sexually).  She was too conditioned by the Party to want to sleep with him.