Sex is an important part of human life, as each life usually starts with somebody having it. People like discussing it because it's pleasurable. And there are other things comparable in popularity, like drinking alcohol with friends, going to parties, cursing and swearing (especially for kids) and other less legal or healthy activities, like taking drugs.
Often when people express their concerns about feeling embarrassed that they don't do one of those activities as often as their surrounding, they say that it is such a common topic of discussion that even if they didn't initially think it was something to be embarrassed about, after some time they started to think they are less of a person for not doing it too.
This is a common response for people when they're being told something again and again − they start doubting themselves and whether they should change what they do. And so, this isn't unique to Japan or the teens. People of all ages and nationalities are susceptible to peer pressure about most things, given enough time.
One might get the impression that this is mainly an issue for teens in Japan because anime tends to depict topics that might hit close to home for certain target audiences better than others using the characters who are worried about the same things as the target audience. For example, you don't often see anime marketed for very young children in which adults are discussing complex issues of marriage and dealing with personal issues and trauma.