Pinker explains the evolutionary origin of sex:

Why is there sex to begin with? […] Why don’t women give virgin birth to daughters who are clones of themselves instead[…]? Why do people and other organisms swap out half their genes for the genes of another member of the species[…]? It’s not to evolve faster, because organisms are selected for fitness in the present. It’s not to adapt to environmental change, because a random change in an already adapted organism is more likely to be for the worse than for the better, there being vastly more ways to be badly adapted than to be well adapted. The best theory, proposed by John Tooby, William Hamilton, and others, and now supported by several kinds of evidence, is that sex is a defense against parasites and pathogens (disease-causing microorganisms).

[…] An evolutionary arms race goes on between hosts and pathogens, though a better analogy might be an escalating contest between lockpickers and locksmiths. Germs are small, and they evolve diabolical tricks for infiltrating and hijacking the machinery of the cells, for skimming off its raw materials, and for passing themselves off as the body’s own tissues to escape the surveillance of the immune system. The body responds with better security systems, but the germs have a built-in advantage: there are more of them and they can breed millions of times faster, which makes them evolve faster. They can evolve substantially within the lifetime of a host. Whatever molecular locks the body has evolved, the pathogens can evolve keys to open them.

Now, if an organism is asexual, once the pathogens crack the safe of its body, they also have cracked the safes of its children and siblings. Sexual reproduction is a way of changing the locks once a generation.