As flip mentioned, Ramadan is to teach patience, sacrifice and humility. As it was explained to me, it gives perspective on what it is like to be so poor as to not have clean water to drink and food to eat. But it also to serve as a cleansing of the spirit and thus no sex between dawn and dusk, no smoking, no lying, etc, etc.
If you do have sex during the day, then you must either choose to continue Ramadan for extra 60 days *OR* feed 60 impoverished people a meal. Or, release one of your slaves.
As for whether some cheat... well, sure. I know some Muslims that are alcoholics. I was told of a sheik that flew to northern Sweden for Ramadan (shorter days).
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