I know how sex works and so does the majority of the world. So why do celebs need intimacy coordinators? I mean can't the guy wear a cup and the female wear a skin colored thong?

It's important for the same reason a stunt coordinator is important. It's not about covering genitals. By having a controlled environment of rehearsed choreography in a professional setting with trained supervision, it ensures the performers can act out their scenes with full consent and safety. This allows the director, director of photography, and necessary crew can do their jobs efficiently. It also protects the entire production from issues of liability, which is important for not just legal reasons but also insurance costs.