You are saying that you can only have pleasure with this one close male friend. You also say that you don't cheat, but I'm confused because you said you are seeing another guy; so isn't sleeping with this male friend cheating?
The first thought that came to my mind is that even though you don't feel consciously guilty, your unconscious mind does feel guilt over cheating on the guy that you are seeing. If you read your text above you will see that you said,'Worse, I don't feel guilty.'
The fact that you used the word 'worse' means that you are judging yourself for not feeling guilty over something that you think you should feel guilty about! Know also that many feelings that people do feel remain buried in the unconscious part of the mind. So if we assume that you are feeling guilty, then there is a good chance that your ability to have sexual pleasure is connected to your feeling of guilt.
I wouldn't be surprised to know that you feel pleasure when you engage in an act that makes you feel guilty--many people can only become excited when they engage in an act that they consider wrong or forbidden.
The cause of this type of problem (only getting aroused when you do something wrong) is most likely connected to your earliest sexual experiences. If, for example, you were raised in a repressive or strict religious household that taught you to believe that sex was wrong, then you would naturally come to associate feeling aroused with feeling guilty.
In this atmosphere your brain becomes wired so that you feel guilty when you are aroused and/or you may need to engage in wrong acts in order to be aroused. Another common way in which sexual arousal and guilt get tied up occurs when a child is caught and punished for masturbating or playing sexual with another child.
Once again, pleasure becomes associated with guilt and the person may need to engage in wrong acts to become aroused. You are going to need to examine your psyche to figure out how your brain became wired in the way it is.
Therapy is a good first step. You may also need hypnosis or EMDR to reprogram your brain. Good luck.