You need something to break up all the beheading, impaling, and disemboweling.
And sex is often a relief-for the characters and the viewers. The showrunners are not above giving us some Emilia Clarke fan service to keep our attention while guy-whose-name-we-can’t-remember rambles about a subplot we’ll quickly forget. (Though if the power-sex turns into sadism, à la Joffrey or Ramsay, you might be headed for a precipitous downfall.) Of course, sometimes bare boobs are just bare boobs. If you're demanding it the way Daenerys tells her bearded underling to strip, it's a good sign you're in charge.
Sex is wielded in Westeros, like everything else, as a form of power. Sure, the HBO fantasy drama has (not unfairly) developed a reputation for gratuitous violence and sexual relations of all configurations-man on woman, man on man, sorceress on man, brother on sister-but some of that stuff matters. Not all sex on Game of Thrones is created equal.