Let's first acknowledge that women—and men, too—come to sex with a host of different backgrounds, value sets, cultural expectations, emotional foundations, and experiences. It's very difficult, given that variety, to assert that anything is or should be true for every woman.
It is theoretically possible to have a strong physical attraction and enjoy sex with little emotional intimacy involved—whether we are men or women. There are differences between us, though: Research suggests that for women there are six neurotransmitters involved in sexual activity, and that the areas that "light up" in our brains with sex are completely different from men's responses. Women release oxytocin with sex, a very strong bonding hormone; men don't.
Cultural stereotypes may exaggerate the differences between men and women when it comes to sex, but the science is there to prove there are differences.
Among the women in my practice and in the rest of life, I observe that women often go into sexual experiences with an expected outcome that includes some emotional connection. Most of the women I see desire emotional intimacy as a cornerstone for their enjoyment of physical intimacy. And the study I recall that went the furthest in qualifying sexual enjoyment ("A Portrait of Great Sex") implied emotional intimacy as intertwined with physical intimacy.
All of that said, I come back to the fact that women come to sex with enormous variety of experience and expectation. As long as she is caring for her own emotional and physical safety and health, each woman can choose, I hope, the right combination of emotional and physical intimacy.