The account of Baa Peor (Numbers 24 and 25) reads as a mass desertion of faith, from following the God of Israel who had rescued us from slavery, and provided for us in the wilderness, to Peor, who offered titillating sensuality. But, one event is singled out, not only as an extreme example of our level of depravity; but as the specific event that swayed the wrath of God from destroying all of us.
Zimri was a chieftain of the tribe of Simeon. He wasn't some college kid out looking for a good time. Cozbi, his sexual partner in this event, was not simply some gal that he picked up off the street. She was a Midianite princess, the daughter of Midianite leader. The tent that they chose to display their conduct wasn't just any old tent. The way Hebrew works, if a specific noun is identified, then later in the same context the same noun is used in common terms, (ie: the "Tent of Meeting" in Numbers 25:6 and "the Tent" in Numbers 25:8) both nouns are describing the same place. Zimri had the audacity to go into the Holy Place of the Tabernacle and have sex with the foreign priestess.
Things maybe haven't really changed at all. We'll go to the amazing lengths to try to gain acceptance from others, even to risk our very lives.
The Christian faith, as well as Judaism, has been under this kind of pressure from the very beginning. The core foundations of what we believe, and why, are constantly rocked by those wishing to validate themselves in whatever way, or for whatever reason, they deem important. In some cases, it is tedious argumentation. In others, it is as depraved as sexual sin right under the Altar itself.
Phinehas took on a role that seems pretty extreme: an incredibly violent act to demonstrate his zeal for God. And while it is probably not a good idea to use his example in direct proportion, it is important to understand that God saw this as what was necessary to establish His Covenant of Peace.
What does this mean?
In simplest terms, it is just to say that there are times when we simply have to say enough is enough. It ends here and it will go no farther.
People, since the Garden of Eden, have been trying to make themselves look good in the midst of their own depravity. Inevitably, this must mean bringing the sin right into the center of our faith before we can truly feel accepted. It's unfortunate that, overwhelmingly, our Christian (and Jewish ) example is to make an appeal of grace, inevitably accepting the behavior as an acceptable part of our community.