Dude
Al has to keep up that facade of being revolted by Peggy, but if you think about it, they normally run up the stairs at least once per episode for a shag. There's been multiple episodes where Al could have shagged some hot blonde, but everytime he turned it down.
Al just can't willingly sleep with his wife. That would be accepting his mistake and his life. He's got to fight his futile existance. He knows it won't ever change, but he still dreams of hot blondes and becoming a rich pimp through shoe advice hotlines. He can't just give in and show he WANTS his wife and his life. He's got to begrudge it! But behind the scenes, he's keeping up the marriage contract.
That's the whole point of Al. His life sucks, but he doesn't give up.
