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When I was young, I read a collection of Robert Sheckley's short stories. I know it contained "Can you feel anything when I do this?", but that's not the story I'm looking for. It's been a long time since I read it.

I believe in the story in question, a police detective (or maybe a pair of detectives) have in custody a man who seemed to be at the center of a rash of disturbances. Seems that everywhere the man went, people loved him or started making love to each other in public.

I believe it's implied, he comes from the future, or maybe another world, but wherever he's from, it's an utopia of love and sex.

When the detective(s) return, the man has escaped, been released by guards and officers who are now happily fornicating publicly.

It looks like it may be "The Future Lost", which appeared in The Collected Short Fiction of Robert Sheckley (1991). Leonard Nisher, the protagonist, travelled from the past to the future, and back to the past. He relates what happened there to a doctor.

Nisher saw that a lot of people had stopped. They were looking at
him, smiling.

"Now wait just a minute," he said, automatically taking up the
cockroach posture.

But by then a woman had hold of his leg, and another was snuggling up
under his armpit, and somebody else was pinching his fingers. Nisher
got a little hysterical and shouted at Ogun, "Why are they doing
this?"

"It is a spontaneous demonstration of our great pleasure at the
novelty and poignancy of your presence. It happens whenever a man
from the past appears among us. We feel so sorry for him and what he
has to go back to, we want to share with him, share all the love we
have. And so this happens."

Nisher felt as though he were in the middle of a Cinemascope mob
scene set in ancient Rome, or maybe Babylon. The street was crowded
with people as far as the eye could see, and they were all making it
with one another and on top of one another and around and under and
over and in between. But what really got to Nisher was the feeling
that the crowd gave oft. It went completely beyond sex. It felt like
a pure ocean of love, compassion, and understanding. He saw Ogun's
face receding in a wave of bodies and called out, "How far does
this thing go?”

“Visitors from the past always send out big vibrations," Ogun shouted
back. "This will probably go all the way."

All the way? Nisher couldn't figure out what he was talking about.
Then he got it and said, almost reverently, "Do you mean “ planetwide?”

When the doctor is quite haunted by the story and decides to go back to ask Leonard for more, he is faced with the following scene of debauchery:

"Where is Leonard?" cried Miles.

"That guy musta hypnotized me," the policeman said, struggling into
his trousers.

"He preached a message of love," said the woman from Denver, wrapping
herself in Leonard's wet pack.

“Where is he?” Miles shouted.

White curtains flapped at the open window. Miles stared out into
the darkness. Nisher had escaped. His mind inflamed by his brief
vision of the future, he was sure to be preaching his message of love
up and down the country. He could be anywhere , Miles thought. How
on earth can I find him? How can I join him?

The story can be read on the Internet archive here.

I found it by Googling "robert sheckley" short story police detective future custody love which yielded this webpage on the various works by Sheckley. As it seemed to contain a brief summary for all his short stories, I CTRL+Fed keywords such as "love", "lust", until "sex" did the trick ("sexual repression in "The Future Lost,").