I think the person that would say No has either never had sex yet, or lives life in a coma. I think it's pretty natural and even healthy for the mind to drift to imagining things like other people, places etc....so long as the relationship is healthy and that imagination isn't used to just get off on at the expense of the person you're having sex with or to get sex over with. That would be sad.
Double barreled answer sorry.
Have you told a serious lie to a lover?