This seems to be a chicken and egg problem (which came first -- no, no pun intended).
Sex means different things to each of you, and means different things in a given moment. For example, sex may mean love and closeness to one person, while it is a necessary "duty" in a relationship to another person. In a given moment it may mean connection, and at another it may mean stress relief, or fun. The variation of meaning is limitless and unique to who you are; your history and experiences. Just by asking yourself this one question, you may realize the truth of differences in meaning: Is sex different than making love?
You need to deeply understand what sex means to one another and within yourselves. The topic of sex is huge (along with money, power, and death). It's important to get around to these conversations in couples therapy when you're ready. My goal is to create an environment that provides enough safety for you to discuss and understand your sexuality, and to begin making changes that you each desire. [Just to be clear: There is no sex in therapy. Any experiments that you engage in are done away from the office.
Let's shift to practical tips. Rather than trying to decide which way to "solve" the issue of sex and connection, I propose addressing it from multiple facets simultaneously. The following is a non-comprehensive list; add your own thoughts and ideas to use in your relationship:
Have conversations in which the goal is to gain emotional connection and understanding.
Be curious about your partner; strive to know him or her better.
Make time for touching where there is a goal NOT to orgasm. Find out what you each like and what turns you on (and off).
Include talk, laughter, and eye contact during sexual play.
You are complicated creatures; be patient with yourself and each other, make room for levity, and take breaks.
I wish you a passionate, fun, and loving connection.