It depends what you mean by "sex". I can achieve orgasms on my own (often even better than when I'm sexually with someone), and it's a physical and mental satisfaction. But it is not an emotional one, and that (in my opinion) is what sex does for us - the technicality of it, the mechanics of sex so to speak, we can acheive on our own or with certain tools. But still, few people who only have sex with themselves all their lives are happy about it - even if their orgasms etc. might be better than other people's.
It shows to me that sex is mostly about emotional satisfaction, about intimacy, the closest you can get to another person.