Sex is all over the place in Fight Club, though we're not sure how "steamy" it is.
Like many things in this book, the sex is there to serve a utilitarian purpose. The characters get it on simply because they can. Their bumping and grinding doesn't serve to forge an emotional connection or strengthen any bonds. It's a source of pleasure and fun—nothing more. Tyler's movie projectionist sexploits aren't so different. The slides he splices into children's movies may be sexually explicit, but it's not about the sex. It's about the point he's trying to make: that innocence is an illusion.