I think the reason is that for some people sex is not the same as any other activity you can do with your body and I think it’s not just culture but actually a neurobiological reaction.
It’s probably just odd because we know awfully little about how our brains, our hormones and whatever feelings are work. And sex is really one thing that taps into all three of these areas we don’t understand yet.
To give you another example, we can’t really explain why some types of torture are so devastating to us.
We value interactions differently because we intuitively want to be careful with things that could potentially influence us in major ways. Personally I believe buying sex feels so uncomfortable for some people because for them bonding and intimacy is connected with it. That clashes with buying it from a stranger. Also it seems kinda pointless or deranged then. Like buying a birthday party or a Christmas Eve with strangers.