I've been lucky to cultivate long-term sexual nonromantic a few times. Lust and sensuality were definitely staples of the relationships, but I can say that a more emotional bond was created through LOTS of mutual respect for the situation (generated through communication about the schematics of the relationship), willingness to interact with each as non-sexual, non-romantic individuals for each others pleasure/friendship (Giving each other rides, cooking/eating meals together, healthy chit-chat even if we're trying to right to the point, touch/cuddling/partner care). Though they are very intimate due to the nature of the relationship, theres an understanding that this aspect of the relationship is/ can be private. There is no room for possessiveness or jealousy, just honesty.
I can say that there was no real attempt to make a deep connection with these partners before I started a sexual relationship. But we did create a deeper friendship than "just fucking" as we continued exploring the sexual relationship. These relationships were interesting especially in the sense of us not being exclusive, romantic, or dating in any sense, and having no obligation to each other (except to tell the other when you need time, or the situation is no longer working.), but still a closer relationship than other day to day nonsexual, nonromantic relationships.