Question:

According to what you say, a person whose life is filled with sexual misconduct should be plagued by illness, poverty, and other disasters. However, the opposite is true. Look at all of the actors, artists, rock stars, and rich people who enjoy the good life with endless pleasures, money, and fame, and yet they can hardly be said to be sexually pure.

Answer:

Firstly, just because these people are always photographed with big smiles on their faces, this does not mean that their private lives are free of personal tragedy and pain. Like everyone else, they suffer from financial worries, problems with children, and marital strife and entanglements.

But assuming there are people who enjoy the "good life" while living a life of sexual transgression, this can be the worst punishment of all. Because when a person has everything he wants, he can easily forget about G-d. His arrogance swells, and he thinks he has achieved everything by himself. G-d isn't a part of his life, and this is the worst punishment, for the only true life is a life filled with G-d.

In effect, this person is a beast, who eats, drinks, has sex, and fills up his lusts with pleasure, but he is already dead because he has alienated himself from what life is really about - man's connection with his Creator. 

Though his life is filled with transgression, G-d, in His kindness, allows him to live, in the hope that he will repent and return to the Torah. For whatever good deeds he does, he is rewarded in this world. But when he arrives in Heaven, all of his money, and fame, and sexual conquests won't help him. His extra-marital affairs, and sexual escapades won't impress the Heavenly Court that awaits him. All of the suffering which he seemingly escaped in his brief sojourn on earth will await him - multiplied by a million.

As the Zohar teaches:

It is written regarding the wicked, "The way of the wicked is  darkness; they do not know that they stumble," (Proverbs, 4:19.) In truth they do know, for they walk in a crooked path, and they do not pause to consider that G-d will one day judge them in the  world to come, and punish them with the chastisements of Gehinom (place of punishment in next world). Then they will cry out every day, saying, "Woe to us that we did not turn our ears and take heed." (Zohar, Bereshit, 59a)