U need to be more specific. Are you talking about Christianity? Most religions do not teach abstinence. They want to prevent extra-marital sex because it produces problems for the community. E.g.: Who takes care of the children if the guy disappears? You first need to "put a ring on it" (he is obligated to stay).
Sex within marriage is totally fine, the Quran, for example, even says you can take a wife any way you want (with the exception of anal sex, as it was interpreted)
Women are more into religion than men (not the creation of religion, but the community aspect of it) because women are - on average - less rational.
You can teach that angels curse wives all night who reject their husbands and still get away with it.
Most religions teach Monogamy (most notable exception: Islam).
However, Monogamy is not a female achievement. It's actually a beta male achievement. In nature, many woman stay around one man (alpha male). He and they get offspring, while beta males didn't have offspring (8000 years ago the ratio was 17:1 female to male reproductive success).
Men killing each other to get the woman (Princess Zelda/Peach, anyone?) is in our blood. One (i.e. the surviving man) + mulitple women is the ideal of nature.
However, it's not very productive in terms of building a society, especially in harsh/cold regions. Men need to work harder than women (no pregnancy, more strength), so by killing off a large part of your work force your tribe would be weaker than a tribe in which beta males live, work, care for children and go to war.
But Beta males would not be interested in contributing to society if they can't have their own women, their own genes being passed on: monogamy was born.
Imagine there was no monogamy: How many women would a male VIP have?
But since it's illegal you've got cheating alpha males instead.
According to a tinder study 20% of males hook up with 80% of females or sth like that (it may even be more extreme).
Soy boy beta feminist males celebrate the sexual liberation of women, but they are actually not the ones benefitting from it.