Tennis analogy isn't right. Activities like that don't require to expose yourself in a vulnerable way to other person (multiple persons in a sport) in private space. Making love, as it's called, does not fit your example.
This statement says more about your own attitudes to sex than anything else. There's nothing wrong with that, but you seem incapable of imagining that the two activities can be performed in similar, non emotional, ways. Why must you feel vulnerable to have sex?