When I fall in love and I feel ready for sex, I think it will be special. Sure, a sin is a sin even if you don't understand why, just like an electric current can kill you even if you don't understand electricity. God didn't allow sin to enter the world so he could play mind games with us. Sin has to do with facts. It's a fact that when God designed the human race, he meant for us to function in a certain way.
Sin goes against that design.
And it hurts our relationship with God when we choose to disregard his plan and do what he said not to do. But it is easier to obey God when you understand why he wants us to avoid certain things. And God has very graciously explained why he wants us to save sex for marriage. God designed marriage as the ultimate union of two people. And he designed sex as the wonderful physical expression of that union.