I find it interesting how many people do this!
I don't really fantasize that often, and I can't say that I have ever done it during sex - other than the spoken aloud, description of past experiences that hubby likes sometimes while we're having sex.
To me, I think it would feel like I wasn't interesting, pleasurable, or something enough for my partner if a fantasy was NEEDED. If it adds to the experience, I prefer we share it together, and if it isn't something I would enjoy (like hearing about sex with another partner, which I am like ali on and am fine when it's just sex but not interested when there's love involved) then I would prefer to find a way to meet that need where we can be doing it TOGETHER and not separately in our own heads.
Sex with those I care about it rather sacred to me. If a casual fuck wants to think about something that has nothing to do with me, that's great. If someone I truly care for and feel like I am expressing that care through the physical act of sex is thinking about something that has nothing to do with me, then it is taking something I think of a method of re-affirming connection and making into something that means significantly less.