Isn't this true of virtually all
physical sensation?
If your arm were cut off, the only reason you would feel something (if you felt something) would be because nerve impulses travelled from the site of the physical trauma to your brain. Break that circuit — through anaesthesia, prior spinal cord injury, very deep meditation or any other means of interrupting, or redirecting those impulses and voila! — no pain, no pleasure.
Yes, TWAJS, I know...
To pick a nit, while it's entirely possible to reach orgasm entirely inside one's mind, if you use physical stimuli elsewhere to get you there, you are also involving other portions of your nervous system. The qualitative differences one has with nearly every orgasm probably also have something to do with the chakras that may or may not become involved as nerve impulses pass up the spine, and potentially radiate to and from other parts of the nervous system.
Not a very romantic description, is it?