Chastity is just as much about thoughts and attitudes as it is actual behaviour. This does not mean you should squish every single thought about marital relations that you have-- you are going to need that aspect of yourself some day-- but you shouldn't deliberately incite such thoughts and feelings either.
Aside from the obvious spiritual ramifications there are others as well. The story that Dragonwarrior_Keltyr shared, "
Repurcussions of the Sin," illustrates the dangers of expectations raised by imagination that can never be met in real life. A touchy subject to bring up with your friend, but you could always use other examples. For example, I read "The Lion, the Witch and the Wardrobe" when I was a child. I'd never heard of Turkish Delight, the candy that the White Witch conjures for Edmund. It seemed magical to me, smoky purple and tasting of some fantastic chocolate or caramel or both. The reality, some kind of jelly-ish substance covered in coconut, disappointed me sadly. It's not that Turkish Delight is bad. I do like it. It just wasn't what I had wanted it to be and so my first experience of it was a disappointment. I think the parallels are obvious.