Question

Why do we need to have sex ti born a baby

Answer 1

the process of giving birth to young ones is known as reproduction 
reproduction can b done sexually or asexually 
as we r mammals we reproduce  sexually 

Answer 2

Sex results in the entry of sperm cells of male into the vagina of female.
Sperm cells travel into the uterus and one of them fuses with the female gamete, ovum, resulting in the formation of a zygote, in the fallopian tube. This process is called as Fertilization.
Fertilization is one of the major events of sexual reproduction.
The zygote, thus formed, develops gradually and gives rise to a baby.

Hence, coapulation is generally essential for a baby to be born.