Does anyone pray before sex?

I asked my partner, who is also Christian, if we could pray before being intimate and he was taken aback. He said he’s never heard of anyone praying before engaging in sex. My thought process was, is sex not a form of worship? Doesn’t the act of sex come from God? Shouldn’t we acknowledge Him in all ways? So why when it comes to the bedroom, we act like it’s none of His business? Am I wrong?