Are you asking if a place that isn't normally comfortable, does it become more comfortable if you have sex there?
If that's the case, then I'd say yes and no. If it's a place that's a source of stress or other uncomfortable feelings and you start to have sex there, psychologically you'd kind of be conditioned to associate it with the more blissful feelings that go along with having sex, so it may no longer be a source of stress or other uncomfortable feelings.
But if you're being more technical or logical, a cramped closet is uncomfortable. Having sex in said cramped closet won't be anymore comfortable. It might be fun, but in the end it's still a cramped closet.