I'm not sure about whether sex would automatically be classified as "married" to God, but I do think there is some truth to this. One of my pastors gave a fascinating (and downright scary, when you really thought about it) sermon about the unholy attachments we make to some people in the relationships we choose, and how your spirit basically bonds with demons, and that this is why He reserved sex for marriage--because He wants spirits to bond within a holy, sanctified union, because you are literally given something away and/or having something taken from you, whether you are a man or a woman.
She said, "Why do you think it's called 'getting a piece'"? and that before you're ready to get married, you have to ask God to take you through the process of asking Him to take back all the pieces that you gave away or were stolen from you and make you whole again before you're ready to commit to marriage.
I don't know if this is absolute, but it sure was interesting.