Why does it hurt to pee RIGHT after sex?

So, I got a UTI a couple weeks ago so I’ve been trying to pee right after I have intercourse more often.

But tonight, and some other nights, I noticed that there was some significant burning after I peed. I peed literally a minute after we finished.

This has happened before and it goes away within an hour or two if I pee again. Is this normal or should I get it checked out?