@aeva I'd agree that saying you had sex *with* someone would be incorrect, as no one besides you was actually involved.
But to combine with the video game analogy, I think people in the Matrix were having sex, even if the person they were having sex with was a program. Their brains thought it was sex, their bodies thought it was sex, they had no control over their situation, but they thought they were consenting to sex*.
*I'm putting aside rape here, because this topic is already perilous enough for now.