Not being a fully functioning, valid part of society. Society let's incels know they are low status garbage in a myriad of ways if they still haven't given up to go full NEET LDAR shut-in hermitmaxx. The series of small and occasionally large humiliations you have to endure every fucking day from elementary school on out. The smaller and bigger unreciprocated (attempts at) social outreach and the realization that every year you are falling further behind your peers in terms of life experiences and rites of passage necessary for a successful, satisfactory adult life.
Sex and intimacy really are just the icing the on cake, the cherry on top if you will.