For over a thousand years, from circa 549 B.C.E. to 652 C.E. the religion taught by Zarathushtra flourished as the state religion of three mighty Iranian empires, that of the Achaemenians (549 - 330 B.C.E.), the Parthians (248 B.C.E. - 224 C.E.) and Sasanians (224 - 652 C.E.), Amongst the many subjects of the Achaemenian empire were the Jews, who adopted some of the prophet's main teachings and transmitted them in due course to Christianity and later, to Islam.
I know sex can be used to raise energy and that energy can be "directed" out to change something, but I've never heard of sex used to enhance prayer to a deity. I have heard of sexual symbols being used and I've also heard of sex-rites to "honour" a deity, but not to actually facilitate or enhance prayer.
The "Great rite" is a union of man and woman which is often only done symbolically using a cup and athame.