This was normal for me. Your bladder is on top of your vagina’s opening and cervix so I would suspect that is why you get the urge. I always have to go after intercourse. You’ll get use to the feeling and it won’t feel so urgent.
Sometimes when patients wake up (after the Botox treatment with a large dilator in place) there is a sense of urgency to pee even though the bladder is empty. Some also have frequency for a day or two. This is all related to pressure against the urethra and bladder and resolves quickly.