It feels good physically, but sex is something much more emotionally, mentally, and socially important to me. It fulfills an intense desire for sexual intimacy and emotional bonding. I love to be touched, to intensely desire, and that intense desire matched by another for me. Feelings of fire and lightning deep inside, and bruises on the outside, pain, crying, and for a time my mind blank with bliss. For me, sexuality is a defining feature, I would not be me otherwise..
I would say however, if you are asexual and just don't have these desires you aren't missing out on much. Most of the benefits are "I get my needs fulfilled," and if you live a satisfying life without having those needs to fill then there is not much lost, and maybe even something to gain.
Game companies have definitely done their best to try and make multiplayer gaming more and more lonely. I settled in quick to single player cause at least I could have fun and not simultaneously be lonely and dominated by some hyper competitive toxic game matched tryharding BS.