Your co-worker doesn’t appear to be following any Christian doctrine I can think of. Not intimately familiar with all such varieties of faith, but I’m relatively confident that sex outside of holy matrimony is generally considered sinful.
You’re right, it is. But as the brilliant ethicist noted in the above article, “...the “last thing we do” does not determine where we will spend eternity.”, my co-worker is deciding not to worry about it.