Which is steamier, having two characters simply silently going through the motions of this or actively communicating with each other?
Because then they can tease each other to increase tension, flirt a bit to set the mood, and learn more about the other person.
Mindless fun is all well and good, but if a scene's not developing the plot it should be developing the characters.
Is character A inexperienced? Nervous? Excited? Then that will show through their dialogue, and then we'll learn more about the character as a person. It might serve as an excellent contrast to the persona they present in public. They're normally very brave and confident, but when it comes to deeply personal, intimate moments, they're completely out of their depth.
What about character B? Have they been in countless relationships before? Is this a fling or is character A the love of their life? Are they nervous too? Fully on board? Do they have second thoughts or even another possible love interest?
Good dialogue can help the readers get into the heads of these characters to know exactly what they're thinking. As an added bonus, it ups the sexual tension because now the characters are actively flirting. It also shows that they have a healthy relationship. They're communicating. Letting their partner know if they feel uncomfortable. Slowing down if the other needs a break. Telling the other if there's something wrong.
I can see only two reasons why a sex scene would have zero dialogue. Either the characters are in such a whirlwind of emotion that they can barely contain themselves, or they're bored and only going through the motions.
The first is fun. The second isn't fun for anybody.
But the first only works with good characterization and build-up beforehand, such as two characters that have been building up unresolved tension for chapter after chapter. Once you've built it up enough, the audience finally gets a sense of catharsis now that the two they've been rooting to get together get a chance to actually enjoy the moment. No more monsters or bad guys or whatever drama kept them apart in the story.
The second situation is interesting. Two characters with little to no chemistry throwing caution to the wind for a night. This could lead to a lot of interesting story situations and character interactions, especially if the act doesn't even compute until the deed is done. Character A might think B is head over heels in love with them while Character B is embarrassed and wants to put the whole situation behind them.
Here's an interesting misunderstanding that could lead to a lot of drama. After the fling is over, both character A and character B had a great time and are now head over heels for each other. But because both of them stayed dead silent during the whole exchange, they're both convinced the other person never wants to talk to them again. You see, that's why characters need proper communication.
If you want the relationship to work out, I'd suggest them both have compelling and healthy communication as that is the foundation of any relationship. If you want them to have nothing more than a night of fun they'll both forget afterward, then sure, have them say nothing. Up to you.