I haven't gone through this before, so I have nothing to compare it to, but I don't feel like I'm lacking a connection to my bump by not knowing. We are all different though and I guess to some people knowing the sex makes the baby seem more human.
I know that no matter what sex my LO is it won't make any difference to how much I love them or the way I bring them up. If LO is a girl hubby will teach her to play cricket just as he would with a boy. If it's a girl, we'll take her to car shows just like we would a boy. So it's not like knowing the sex early is going to change what I imagine doing with the LO when it arrives and it certainly isn't going to dictate what colour clothes I buy.