The Zohar, Shemot 3b , states: We have learned that the Holy One Blessed Be He has no zealousness, except for His zealousness over the holy Brit, for this Brit is the secret of the Sacred Name and the secret of faith. As is written, 'And the people began to commit harlotry with the daughters of Moav' (Bamidbar, 25:1), then, immediately afterward, 'And the anger of the L-rd was kindled against Israel.'" Sexual immorality brings about a kindling of the anger of G-d.
The Zohar emphasizes that it was through the Brit with Avraham Avinu that Israel made its initial attachment to with the Holy One Blessed Be He, through the act of circumcision and the Covenant to safeguard our lives in sexual purity. Judaism is founded upon this Covenant. This is our connection to the Shechinah. Thus, Rabbi Shimon explains, a Jew who is false to this Brit is false to our Covenant with G-d.