There has been some research that suggests that orgasm is conducive to conception.
Orgasm actually causes the crevix to dip into the vagina where semen pools in straight sex so it's better for the woman to climax first. I've seen footage of it in one of Desmond Morris's docos and to this day I still wonder how the hell they got a camera in there at that moment.
Of course that's not relevant to IUI but I still think that orgasm probably plays a role in signaling that conception might occur.