I think you were right about the brain being the ultimate sex organ. What is surprising is that there is more than one pathway for it to receive info. When areas of the brain no longer receive stimulation such as with hearing loss or a missing limb, adjacent areas begin to take over those regions.
The vagus nerve was an unexpected surprise too- an alternative connection outside the spinal column. Apparently, God thought it was important enough to create a backup plan!
He invented sex, after all...