Sunny is supposed to be the first girl Holden ever has sex with. At least, he thinks so at first. It's not that he needs sex, he says, but he should really get some practice in case he's ever married. By the time the girl is on his bed and taking her dress off, Holden realizes he's not into this after all. But maybe they could just talk? This creates some problems. Sunny isn't really the world's greatest conversationalist, and soon just leaves.
This incident features more of the classic Caulfield passivity. He thinks he wants something, he sort of goes for it, and then he changes his mind. It's the phone booth scene all over again, it's just that his indecision is a little more expensive this time.
To be fair, part of the reason Holden hesitates to have sex with this girl is that she's just that – a girl. Not only physically (though he does note that she doesn't look much older than he) but also emotionally and mentally. She says "like fun you are," which he comments makes her sound like a little kid. She's got a "tiny little wheeny-whiny voice."
Because Holden sees Sunny as a person, not as a prostitute, it's difficult for him to treat her like a whore. We are reminded again of his compassion when he imagines her going into a store, buying a green dress, and leaving without anyone realizing she's a hooker. That he finds this depressing is just one more indication of Holden's emotional depth, and again, his ability to put himself in others' shoes.