You're probably too used to the feeling when you masturbate, and its probable that you have quite a tight grip, which compared to the more subtle sensations of sex might mean that finishing from sex is more difficult for you.
If you use porn, it might also be that you've become a bit reliant on that
See if you can get used to using a looser grip and not watching porn, it might take you a while, and it might not always work, but it should help when it comes to sex in the long run