Well, sex is dirty on a literal level, sure. When someone says they think "sex is dirty" though, I assume that they're talking about being uncomfortable with the concept of sex itself. And if you're uncomfortable with the idea of sex on a conceptual level, that can indicate anything from possible trauma to basic intimacy issues.

I can completely understand thinking "ewww!" when reading about fluids and squishy sounds though, because let's face it, it's all rather messy. xD;