If I read Keyan's article right, they've got issues with temperature, too. It mentioned that folks with HSAN can't tell if they're being scalded.
On the other hand, they interviewed an adult survivor of HSAN who was happily married. With two children, so I assume she must get something out of sex.
A google search showed me that at least one form of HSAN is also known as Riley-Day Syndrome. I didn't find any mention of sexual dysfunction, male or female, connected with it. It's worth noticing that someone with HSAN might not get a whole lot out of food, because (again from the article Keyan linked to) at least one child with the disorder has chewed her own taste buds off. So, someone with HSAN might get pleasure from sex, but probably not from chocolate.
Izunya