John Paul the Second, in his “Theology of the Body”, reaffirms the sacredness and holiness of the marital act.
He goes so far as to explain that a married couple renews their matrimonial vows each time they give themselves completely and fully to one another in the marital embrace (sexual intercourse).
While that may not classify as the highest form of prayer, per se, I understand where the couple was going with their thought.
God designed the human body to be the most complete gift between a man and a woman to be expressed within the Sacrament of Marriage, and when they do, He is pleased. That was His original purpose for designing our bodies the way that He did.