Are you circumcised? Sometimes being circumcised can make intercourse painful or unenjoyable for a man, but oral sex, which doesn't chafe as much against the coronal ridge, feels really good. I had that exact problem with my ex-GF, and we didn't know what to do. She also didn't really enjoy actual sex, she said she could never really get into it, and neither could I, but that when we gave each other oral it was incredibly arousing. She started researching circumcision and we realized that was why it was.
Like you we were really close and comfortable with each other, but it just didn't work out. We're still friends, but we had to break up because she needed to have intercourse with someone who really enjoyed it and didn't make it painful for her. I realized that I needed to accept the fact that my circumcision was a major reason for my own lack of sexual pleasure.