As PP pointed out, a majority of women can't come from penetration alone. My question to you is, why are you having sex and not giving your partner an orgasm (or several) along the way? You should be giving oral and/or manual and/or battery-assisted stimulation every time you have sex with your wife so that she can get off too. It's hardly fair otherwise, n'est-ce pas?
Speaking for myself, frankly, yes. Sex is disappointing if I don't come, and I can do so with just penetration. I don't get the same satisfaction on the rare occasion that I don't finish and I have to get further stimulation from either H or a toy in some fashion. Sometimes I get that feeling even with having an orgasm during because I just need another.