Maybe because sex is more fun when you play with identities than when you don't. I do not know if you are a vanilla or not, but it is amazing at how liberating playing with identities is.
Several years ago I decided to think of myself as just sexual -- not gay, not homosexual, not even queer. But after a while I switched back to considering myself gay. What I had discovered for myself was that my sexual energy and sexual expression was enhanced by the various identities I adopted and discarded. For me, it was if the identities were like the banks of a river that channeled the waters' power.
Brian