Why did God make us into physical beings, unable to see Him, and then expect us to love Him? And why did He give us five senses and put us in a physical world, but then limit what we can do with those senses, according to spiritual principles?

Jesus talked to his disciples about the “Spirit of truth”:
“…whom the world cannot receive, because it neither sees Him nor knows Him; but you know Him, for He dwells with you and will be in you” (John 14:17).
God is unseen, and the physical world we live in is limited in nature, as we are, so that we cannot see Him with our physical eyes. Unbelievers claim that there is no God because they can’t see or hear Him. But Jesus, in the above verse, clearly said that we can know Him without seeing Him. In fact, that step of faith and understanding, going beyond our five senses, is something God is looking for in us. He wants us to want more, and Solomon tells us that, “He has also set eternity in the human heart” (Ecclesiastes 3:11). God wants to stretch our reasoning and our way of thinking, and He wants us to have faith-a sixth sense, if you like-to reach out for what is unseen. There’s good reason for this:
So we fix our eyes not on what is seen, but on what is unseen, since what is seen is temporary, but what is unseen is eternal (2 Corinthians 4:18).
Remember doubting Thomas? He would not believe that Jesus was alive unless he could see him and touch him. But the risen Christ, appearing to Thomas, told him:
Thomas, because you have seen Me, you have believed. Blessed are those who have not seen and yet have believed (John 20:29).

Our five senses are given to us so that we’re able to interact with other people and with the physical world around us. They also enable us to witness enough of God’s creative power to know that He exists:
“…what may be known about God is plain to them, because God has made it plain to them. For since the creation of the world God’s invisible qualities—his eternal power and divine nature—have been clearly seen, being understood from what has been made, so that people are without excuse” (Romans 1:19,20).
Scripture commends us for using our senses, and our minds, and our experiences in the physical world, to come to at least a working understanding of the spiritual world.
Our ability to hear, see, smell, touch and taste, are given for us to live life and to enjoy it, God, and each other. This includes sex, within parameters. It includes food, family, friends, fun, adventure, nature, learning, and in moderation, (I’m convinced) a little alcohol. How is it that God gave us the senses, yet considers some of our use of them as “sin”?

If we indulge in illicit sex, it’s an offense to God’s design of one man to one woman, and to HIs own nature of total commitment, selflessness, faithfulness and fidelity. He wants us to live with respect and with commitment to each other, and to Him. If we go outside of these parameters (for which we can be forgiven if we change our ways) we have crossed from fulfilling a totally committed relationship as a reflection of our spiritual marriage to Christ, to an ungodly one. If we binge eat or drink, we’re guilty of going beyond what God designed our bodies and food for, to gluttony, greed and waste. This is another perversion of the use of our senses, to our own detriment, and to God’s dishonor.

I’m not trying to be self-righteous here. I’ve been as guilty as anyone, and I’m still far from being perfect.
God gave us the dignity and the freedom to choose between right and wrong. That’s what the entire Garden of Eden scene is about: would Adam, the prototype and representative of all his future offspring, choose what was right, or go his own way? Adam was more interested in the look of the fruit than he was in obeying God. God wants us to use that gift of choice to choose the right thing, to overcome sense and sensuality, and to live in a way which blesses other people, and Him.