xkcd Comic #1462 (December 19, 2014)
Plus, you have to control for the fact that some people are into being blindfolded.
In research, a blind trial is an experiment where certain information about the test is concealed from the subjects and/or the testers, in order to reduce sources of bias in the results. A scientific approach requires the use of control groups to determine the significance of observations in (clinical) trials. The members of the control group receive either no treatment or the "standard" treatment.
A double-blind trial is one where neither the subject nor the testers know who has received treatment, or who is in the control group. It is vital that there are no clues available to distinguish between the different groups, either for the subjects or the testers, as any such clue could be construed as tainting the experiment, and therefore the results. In a clinical drugs trial for example, it would not be suitable for some people to be given blue pills and others red pills, so an identical placebo pill should be used, typically a sugar pill with no medicinal value.
Challenges exist in designing placebo alternatives to certain physical treatments that might be being tested, such as acupuncture; in this case the best quality trials have typically used either special 'joke' retractable needles that only give the illusion of proper penetration or the practitioner/ researcher deliberately and safely avoids the traditional meridians on the body for the treatment concerned so that the patient remains 'blind' to their role in the trial (the practitioner must otherwise be consistent in treatment between groups and not be involved in the medical assessment phase for properly double-blinded conditions), where the most reliable results still seem to only show a significant placebo effect at work.
There are, however, certain cases where it is almost impossible to make the experience of the control group identical to that of the test group. While making a real and fake pill appear the same is a relatively trivial task, and though depending upon the ignorance of participants to the details of a given established practice or procedure can allow for a certain level of reliability in results, it would be challenging (to say the least) to make the control group in the described experiment think that they are having lots of sex, when in fact they are just taking a sugar pill.
Scientific research involving humans is extremely challenging to conduct because of the difficulty in finding appropriate control groups. This is one of the reasons animal experiments (for instance involving inbred strains of mice) are so common.
(The alt/hidden text adds another twist by taking “blind” literally, and noting that for some people, being blindfolded increases their enjoyment of sexual activity.)