Tickling not only can work together with sex, it's as close to a perfect fit as you can get!
I've never had a problem integrating sex with tickling, or vice versa, with my partners. Most women have seen a lot stranger stuff by the time they pass 21, and anyone who's willing to put forth the least amount of effort into finding out what works for their partner will find the rewards to be...lavish.
Now, I'm lucky enough to be married to what Dan Savage calls a "GGG" (Good, Giving, and Game) partner; she's extraordinarily ticklish, and while she doesn't have what you'd call a tickle fetish, being tickled (like several other things) definitely turns her on.
Tickling is usually part of foreplay for us, unless it feels like a "straight" sex kinda moment, which happens quite often as well (Don't ever underestimate "straight" sex. After all, vanilla is a flavor, too). Roleplay and games are a big part of it as well. I won't go into too many details; First, because some things are hard to explain, and Second, because some people might think I was bragging. But as you can see, others on the forum can attest to having the same kind of luck. It's far from impossible. So, if I didn't hit the Partner Powerball, I matched 5 out of 6 (plus the bonus number), and it's damn foolish to not be happy with that.
But, it's worth noting that you said you weren't satisfied, but that as things go she was satisfied, and that at present, you only got satisfaction from videos, stories, and comics. So, if that's the case, you might want to sit down and figure out what it is you want to do with her, to be satisfied.