Google research reveals that that Gandhi quote relates to his controversial sex life which included testing himself by sleeping between two naked girls. Such a practice was said to relate to his guilt at being absent from his father's deathbed whilst satisfying his unusual sexual appetites.
The fact that a primary social function of 'religion' is to attempt to regulate our primate sexual behavior, tends to elevate the concept of 'abstinence' to the mythical realm of 'saintliness' in some religions, whereas polygamy has been a practical solution in others. So called 'theological study' tends to ignore such obvious societal regulatory function, and content itself with nebulous speculations concerning 'the fate of the soul' and the relationship between 'earthly suffering' and 'entry requirements for the afterlife'.
Abstinence and celibacy have direct spiritual effects, the same as resisting any other temptation. The spiritual effects are just greater because they are such fundamental, inalienable temptations, unlike nicotine for example.
There is no afterlife that's not a continuation of patterns you have established in the past and present. For the saved there is purgatory, while for those who cannot accept salvation, there can be only damnation.
All you have to do to long for abstinence and celibacy is to become mindful of how sexuality causes all sorts of drama and other spiritual taxation. Once you are completely aware of that, you would only want to use sexuality for the sake of procreation and not otherwise. It's simply not worth the repercussions.
Attachment/addiction to the pleasure and to serving the attachment/addiction of a partner are what make it seem worth it, but if you can abstain long enough to gain perspective over sexuality as something that you need not pursue, then there's no longer any reason to pursue it - unless you're trying to get pregnant that is.