Actually, many animals have been observed to engage in all sorts of sexual
activity, including sex simply for the fun of it. In the animal kingdom we see
examples of almost every form of sexual expression engaged in by humans (and
then some!) including homosexuality, oral sex, masturbation, sex toys, group
sex, rape, incest and more.
Probably the best example is that of the bonobos (often erroneously known as
pygmy chimpanzees). Bonobos are closer genetically to humans than any
other animal, including the common chimp. In fact, we share over 99.7 percent
of our genes. These primates have sex in every position imaginable, including
some swinging, upside-down ones that humans can but dream about! They engage
in frequent sexual activities even when the female is not in heat, and engage
in sexual behaviors (including oral and manual sex) a lot. Most have
some kind of sex every day, usually several times a day.
In bonobo society, sex is used as a way to bond and form social connections,
celebrate, overcome tensions and rivalries, as a form of commercial exchange,
to resolve power conflicts and the like. In fact, unlike all other primates
(including gorillas and humans) there has never been an observed case of murder.
Most conflicts are resolved via sex.
I would be remiss if I did not mention that my old professor, Dr. Rumbaugh,
would caution that all of these behaviors must be understood in context and
that things we denote as "sexual" might not be considered such in
bonobo culture. Even behaviors that appear similar may not be analagous to the
same actions in human beings. While this is certainly true, and I do not mean
to present bonobos as a model for humans to follow, their behaviors are
fascinating.
So, to answer your question: Humans are not alone in using sex for
non-procreative purposes. In fact, some seem to use it far better than we do.