Physical and emotional games

Some women don't find it easy to orgasm.

Fantasies up your level of sexual excitement, intensify your enjoyment and get you to heaven and back more quickly and more easily. For certain women, fantasies are essential for getting orgasms. 

Sharing a fantasy as a game you play together (and never treating it as an obligation on your or his behalf) also brings you closer together emotionally.

The whole point of sex is fusion, of ultimate closeness to your partner. Fantasies help help you to achieve sexual harmony.