I don't usually feel sexy either, and it's hardly spontaneous when you have to remove a divacup first..... but sometimes I get very randy on my period and just .Gotta .Have .It!!! So, I'll either grab a towel or invite hubby into the shower with me - unless flo is very light, then I just go for it!
In our anglo-christian-dominated society the attitude prevails that menstral blood is dirty. Other societies honour and pamper their women when they are menstruating.
There's nothing wrong with having sex while on your period, but if you're not comfortable with it - just don't.