Unrestrained sexuality is a threat to the order represented by the Party.
This is explained in somewhat more detail in the next chapter:
With Julia, everything came back to her own sexuality. As soon as this was touched upon in any way she was capable of great acuteness. Unlike Winston, she had grasped the inner meaning of the Party's sexual puritanism. It was not merely that the sex instinct created a world of its own which was outside the Party's control and which therefore had to be destroyed if possible. What was more important was that sexual privation induced hysteria, which was desirable because it could be transformed into war-fever and leader-worship. The way she put it was:
'When you make love you're using up energy; and afterwards you feel happy and don't give a damn for anything. They can't bear you to feel like that. They want you to be bursting with energy all the time. All this marching up and down and cheering and waving flags is simpIy sex gone sour. If you're happy inside yourself, why should you get excited about Big Brother and the Three-Year Plans and the Two Minutes Hate and all the rest of their bloody rot?'
That was very true, he thought. There was a direct intimate connexion between chastity and political orthodoxy. For how could the fear, the hatred, and the lunatic credulity which the Party needed in its members be kept at the right pitch, except by bottling down some powerful instinct and using it as a driving force? The sex impulse was dangerous to the Party, and the Party had turned it to account. They had played a similar trick with the instinct of parenthood. The family could not actually be abolished, and, indeed, people were encouraged to be fond of their children, in almost the old-fashioned way. The children, on the other hand, were systematically turned against their parents and taught to spy on them and report their deviations. The family had become in effect an extension of the Thought Police. It was a device by means of which everyone could be surrounded night and day by informers who knew him intimately.
Their theory is that restraining sexual impulses gives more power to the Party, and conversely unrestrained sexuality is a (minor) threat to the Party's power. People caring for each other (like parents and children) or desiring each other (like lovers), instead of desiring only to be good citizens and take part in approved social activities, is exactly what the Party wants to stamp out.
Perhaps not all of this is understood by Winston in the moments of his first secret tryst with Julia. But at least he sees that the Party represents order and control, total order and control over everyone's lives, everything happening in an approved way. He wants, in perhaps a less well-thought-through way than Julia, to rebel against society. And so he sees every act of rebellion against society as a positive thing, whether it's the act of people loving each other (instead of loving Big Brother) or merely the act of un-Party-approved sex.