What is sex without attachment to sense pleasure actually like?
The sensory experience of sex or masturbation is at its root merely a physical experience. It is a body phenomenon common to humans with bodies. Sexual pleasure and sensations can be used as an object of meditation, not unlike the breath or a candle flame. Most people become absorbed in this merging with the meditation object and may lose awareness that this is all only consciousness and modifications of consciousness. For most humans, there is an arising of grasping when orgasm approaches. This can be transcended with practice, and the orgasm may be experienced as "no big deal."
Does it feel different?
I would say yes. Once the dissipative orgasms are transcended through yogic practice, regenerative orgasms become possible. These can be very different in body location, intensity, duration, and spacious involvement of others, than what most humans experience through common dissipative orgasms (those that once you have one, your desire to continue sex is diminished)
Do you only ever have sex to please the other person?
The deeper question is, what serves and liberates love and consciousness? What terms and conditions have you agreed to with your significant other in this area of sex? There are many factors, and in general, I would say "no" to only having sex to please others; however, if you are in a tantric consort relationship, you may, for the sake of growth and experimentation, trust your partner's guidance in this area sometimes more than your own discrimination and personal preferences.
What is being renounced if we continue to engage in sexual relationships?
You are renouncing any hope of sex ever fulfilling your ego, solving dukkha, or changing your basic nature.
Would engagement in sex with oneself (only) be proof that one cannot obtain the jhanas? etc..
No. It is a natural body function. It produces state experiences that may be attractive but do not resolve the existential pain of this realm.