I don't know about the religion aspect of it but indulging in sexual activities with someone who isn't your can be a sin to some and it might not b to others.
Most relationships find it hard to strive without intimacy and the bad thing here is when you are not certain of a future with this person.

The bible clearly says it is a sin .
But if you are already in it stick to one partner and it shouldn't stop you from praying to God, if you have a personal relationship with God.