They felt powerfully attracted to each other because each knew the other had also been cheated on recently, and was also in emotional pain.  In the play, they do not just have a one night stand, but actually are a couple for a few months.

Portman gets no less than three good lines in the strip club scene:

"Lying is the most fun a girl can have without taking her clothes off".

When Owen asks her "Do you often get men coming in here and crying their eyes out?", she replies "Occupational hazard".

And the best and most meaningful line, when Owen refers to what he calls the "war" between men and women:
"It's not a war".

Well put, when you say the film explores the nature of intimacy.  The title reflects this, in particular the challenges of two people becoming truly "Closer".

Each of the four characters is markedly different in their beliefs about themselves and others.