Ok I do have a differing opinion on this matter.
Sex headaches are fairly common, and many people report having these yearly.
There are a couple types of sex headaches. First, there are the type that build up for several minutes before ejaculation, and this is usually caused because you are tightening the head and neck muscles during sexual activity. The other common type of sex headaches that occur abruptly at orgasm is generally a response to your blood pressure increasing, which causes the cerebral blood vessels to dilate. These headaches can affect anyone, however, they are more common in men who have or have had migraines. These usually are not a big concern, but if this has only happened once, or the headache doesn't go away shortly after sex, or is not relieved by ibuprofen etc, you should visit your doctor. Rarely it can be a sign of an aneurysm, or cerebral hemmorage. Your doc will probably suggest an MRI to make sure there is not an underlying cause for the headaches.
Fortunately, if you see your doctor, he may prescribe some medication to prevent this from happening again if there is no major underlying cause. The two different types of medications are called beta-blockers and calcium channel blockers, and both can help tin preventing after-sex headaches. You will need a prescription for these drugs so you should talk to your doctor about your problem.
There is also another couple types of medicine the doctor can prescribe, and these are generally just taken about an hour before sex. These are called Indomethacin, which is an anti-inflammatory , and Triptans, which are a class of anti-migraine medication . The beta blockers he could prescribe are taken daily.
So please make a doctors appt, your problem is very treatable. Thank so much, I hope this helps. :)