It's important, but sex life is important as well. Now I have a new girlfriend, and since I'm afraid I can't please her, I can't get an erection. I think I have a psychological problem with that. By myself, when I think about girls, I do have intense erections, and I can masturbate, no problems at all when I'm alone, but with girls, I just can't have erections. Having an orgasm is an intensely personal experience, and a learned response.
Men have orgasms easily because they have been practicing for years, usually since puberty.
Many women do not start masturbating until college, or later, when they learn about orgasm and masturbating from books, or by finally trying it themselves. This means that as adults, they simply have less practice than men. Similarly, it is easy for men to orgasm during intercourse since the way they masturbate is similar to the kind of sensations and stimulation they receive during intercourse. A woman's pleasure center is her clitoris. During intercourse, the clitoris often gets ignored.