In a relationship, you can be secure in the fact that two people genuinely want to be together and are willing to express that sentiment through a statement or label. While labels aren't necessary, sometimes it's nice to know that the person you want to be with is willing to call you their partner.
It's nice to have someone where you can experience little things together and have inside jokes. Essentially, it is like having a really intimate friendship. It's a best friend and a lover rolled up in one, and it is completing in a way. The thing that you're seeing where the couples "have something special" doesn't happen with every couple though, which is why a lot of relationships don't work out. People get into relationships just so that they can have "that feeling", and you can't force it. It's got to be with someone special, and it is truly hard to find that someone.
The sex is better in a relationship, and this is coming from someone who has had both with multiple partners. The concept of "passionate and carnal" sex is entirely possible in a relationship, and the added bonus is that you can try different things that a new partner wouldn't necessarily be comfortable with. The added element of trust is fantastic for sex. And as much as people say that "tender" sex is boring and repetitive, sometimes it's actually really nice. I wouldn't want to do it every time, but having sex with someone you openly love is phenomenal.
I'm not knocking people who aren't in relationships. Obviously you can have great sex and a fulfilling life when you're single - some people prefer it that way! Hell, I used to. It's less of a commitment and you don't have to answer to anybody. Personally, I always liked being single more than being in a relationship - until I met my current boyfriend. Sometimes you just meet someone who changes everything.
What should I do?