It sends the powerful message of: "This conversation is obviously fake"
Also, sex with people you are friends with is generally better because there's room for error. You know them well enough to know when it's not working and how not to make it a big deal. You have a smaller social circle as an adult than you do as a person in your twenties, but much closer. There's real affection there between you and your friends. They aren't just people who happen to be in your clique. You make a real choice to get to know them and vice versa. That's also the definition of people you're likely to want to have sex with.
Plus, I'm not sure how many women I've asked "How did you meet your boyfriend?" And they said "Oh, I've known him for years. We were always friends and then when I got divorced it just happened...".