There is more than it just being her not wanting to. It was not a marriage of love it was a marriage of trade so there was no love in it for either partner. Also to be noted that he had sex with her in a certain style because the people are part of a horse culture. Later she makes him face her and that is when the relationship becomes more than just a trade but blossoms into a love relationship. So there are reasons for it.
It is part of his character and if you read the books, or wait till later in the show you will understand it. You will understand what happened with his first love and wife and how that shaped him. You will also understand that tells Jon Snow that instead of letting people hurt you by denying your condition (dwarf or illegitimate child) that you should own it so they know it does not hurt you. He takes that a step further and sense he is already seen as a freak he augments it to being a pervert and a man that drinks a great deal. Later in the books and shows he also starts to fall in love again and it winds up being something that happens again that will further probably guide him to remain a person that drinks and lays with prostitutes. It really does fit his character and you will realize that later.
Oddly enough there was a scene that you did not mention that was shown in the show that really did not need to happen...that was Theon with the prostitute. Although parts of that were in the book they augmented it later in the show when he was chasing down the wagon she was on while she was leaving town and that was not in the books that I remember.
So the show does have some sex in it just for the sake of sex but more often than not it does play a role in the specific characters.
If sex or nudity in shows bothers you I would suggest you not watch that and many other series on the movie channels as many times they do show a great deal of nudity and sex.
Hope that helps.
