Little is known about sex in space because colonization hasn't been the goal
When you ask why no humans have ever had sex in space, part of the answer is that truly living in the cosmos—as opposed to visiting for the sake of scientific field research—isn’t what NASA is about.
From "Space Sex is Serious Business," which isn't much more informative than the video above, but you get the idea—i.e., before we start thinking about living on other planets, let's figure out how to boff in space.