The sex thing, in Crowley's opinion, quite often wasn't worth the effort.
It wasn't that he disliked being with the angel on the rare occasions that they felt like being fully functional human males instead of the sexless spiritual entities they normally were. The sex was messy, which he didn't much enjoy, and there was the constant danger of an elbow in the ear, but it was also amusing, especially when Aziraphale made those odd sounds and turned pink with embarrassment everywhere that he had skin.
The problem with having sex with the angel was that Crowley knew that it would cause trouble with both sides. Heaven frowned on fornication, even though Someone had not only invented it but but had designed all manner of permutations to be intoxicating. Hell not only loathed anything remotely pleasant, it would consider fraternizing with the enemy to be a sin. That meant that his superiors in the Lowerarchy would either send him off for disciplinary torture until his mind broke and he became the kind of demon that Hell relished turning out... or, even worse, they'd decide that since Aziraphale liked and was sleeping with a demon, he was sinning, i.e. fallen. While Crowley would never have admitted it out loud, he liked the angel exactly how he was--stubborn, gluttonous about books, devoid of anything remotely approaching taste and the most devious optimist Crowley had ever met, before, during or after the Fall.
He didn't want the angel to Fall. Quite apart from the anguish that would cause Aziraphale at first (and Crowley knew that while Heaven could be unbelievably dreary and saccharine, Aziraphale would suffer deeply if he ceased to serve both goodness and...well...Him), Crowley dreaded seeing what Hell would do to his counterpart. Hell had a way of unmaking people, tearing down the few remaining glimmers of decency. He knew that he was, in many ways, lesser than the confused young angel who hadn't even expected Lucifer's rebellion to lead to war—there hadn't even been such a thing as war before That Day—and who hadn't had the nerve to stop at any point and say to the other rebels, "Guys, this is an incredibly idiotic idea. Why are we doing this again?"
He didn't want to see Aziraphale become less. He didn't think he could stand to see the angel's blue eyes turn cruel or his enthusiastic smile become a sly sneer. He didn't want to hear the angel proclaim that he wasn't Aziraphale any more and know that it was true. It would be like watching an eternal death.
So most of the time, sex wasn't worth it.
Intimacy was another matter. Crowley had no problem with intimacy. Especially since, unlike sex, it was easy to sneak past the radar. As long as he came up with reasons why he was being halfway decent, no one fussed much. Not that his demonic colleagues believed his explanations; they simply nodded and figured that—like everyone else in Hell—he was plotting something dire. Which was fine by Crowley. "Plotting something dire" and being...not uncivilized...to an angel weren't even on the same continent.
It wasn't as if he was doing anything important. Sometimes he picked up the odd book for Aziraphale on eBay (really, it was ridiculous how hopeless Aziraphale was at computers). And he gave Aziraphale rides in his Bentley more often than not; all right, the car meant a lot to him, but he knew the angel wouldn't hurt it, any more than he was going to burn down Aziraphale's bookshop. There were some things that you just didn't do if you had anything approaching style. He miracled up the occasional pastry for Aziraphale, because the angel certainly wouldn't do it for himself and there were times when Danish pastry and lemon tarts and anything chocolate were essential to mental health. He made sure that Aziraphale's end of the Arrangement had nothing to do with his committing mortal sins or renouncing...anyone in particular. Just little things that anybody might have done.
But sometimes, after one of those moments, Crowley would catch a glimpse of a surprised and delighted smile on the angel's face. And when Aziraphale touched his shoulder or his hand, Crowley would feel a rush of irrational hope—and a sensation of coming home.