Sex is burned into our brains before we are born. But we don't understand it. Theoretically speaking, sex costs a fortune. To understand why, we need to delve into genetics and evolutionary theory. Briefly, I promise.
Reproduction is very simple without sex.
To make a child, an organism splits off a genetic copy of itself. Every chromosome and every gene in its body is copied and a new organism is born. The offspring is, genetically speaking, exactly the same as the parent, barring any mutations during reproduction. This is the crux of Darwinian evolution. Better, stronger organisms are more likely to produce surviving offspring.