While it's commonly perceived that BDSM is only about sex, for some people sex may not have anything to do with it. In the sidebar on the right, under the heading Motivations, are links to articles on this site discussing many of the reasons why people do BDSM. Hotter sex is only one of these.
A long, long, long time ago (1997) in a galaxy really not that very far away, I wrote an article called Understanding Submission in which I advanced the idea that submission was based on three experiences, namely: physical or psychological pain, discomfort, and restraint. While my own understanding has developed substantially since I wrote that article, those three words still seem to describe how a BDSM top or dominant penetrates their bottom or submissive.
A top never gives their partner chocolate or cake to eat as a way of giving them a submissive experience. Nor do they rent their partner's favourite DVD or take them out to stage musical as a way of getting them into subspace. Instead, they tie them up and flog them, or they humiliate them, or they position them in servitude or treat them as objects to be used. The point is that none of these BDSM experiences are comfortable or pain-free. It is this pain, discomfort, or restraint which serves to achieve the goals of the motivations I listed above.