They're trying to spice up their (presumably adulterous, but zina can refer to any unlawful sex act in Islam) sex life, so instead of like, trying BDSM, they effectively perform psuedo-apostasy (the cross around the dude's dick), desecration (The Quran is serious business and most Muslims get extremely bent out of shape if you don't perform Wudu before touching one. Cum and pussy/anal juice is obviously not acceptable.) and judging from the Misbaha (think Muslim prayer beads) probably blasphemy too screaming, "OH ALLAH, FUCK ME HARDER! " and reciting the Quran in between getting stuffed in the ass.
The Catholic Christian equivalent would be fucking a nun in a confessional while cumming all over the Virgin Mary and going "Oh God, [relevant sexy Bible verse. Probably from Song of Solomon or Ezekiel 23:20 if they're ironically well read.]" but then again, most basic observant Christians don't have the same massive hang-ups over those things like a Muslim would.
TL;DR - If they're caught and live in a political shithole, they'll add intoxication to the list, cuz they'll get fucking stoned.