I think the sex scenes (and also Bateman just doing stuff with the TV playing porn in the background) make the audience understand how utterly fucked he is. They make it explicit that (a) he desires to be seen as someone who's hot and enjoying sex and whatever, e.g. when he looks at himself flexing in the mirror and how he films everything (b) what he gets off on is absolute domination over women, through sex or torture or murder. Same thing for him. The viewer is supposed to realize that Bateman's aberrant sexual desires, being as unremarkable to the rest of his society as his murders, are actually something society expects / encourages. I don't think you could do this nearly as well without showing it.

You could argue that these aren't "sex scenes" in the connotative way that prudes use it, since they're ghastly and not titillating. For my part I think that people having sex is a sex scene.