That's a load of bollocks. I have dreamed of having sex plenty of times (at least since the age of 16, when I even wrote a blog post about it). The dreams have ranged from the pornographic to the most intimate and delicate. And no, I have not had sex. But I do have an imagination. If you have an imagination (which we all do, unless you have some specific retardation) then you are also capable of experiencing within a dream something that you have never done in waking life.
I have dreamt of firing a gun, shooting bows and arrows, kissing a girl, flying, etc. many many years before any of those things really happened to me (FYI I have never flown an aircraft of my own accord to this day).

Now, there is another way to look at your post: yes it's true, we can't experience in dreams things we haven't experienced for real before, but that point it mostly academic because we have all, for the most part, seen action movies, read about this or that, viewed pornography, etc. and so we are able to relive them in dreams just as we experienced them vicariously through the TV or silver screen.