You want some reasons (and, as a Christian, I am saving the most important for last):
1. Sexually transmitted diseases: this is one of the leading causes of infertility today among women. Hidden infections which scar the fallopian tubes and prevent conception. In addition there are the standard ones such as herpes, warts, etc. Not to mention HIV....
2. When a girl has sex for the first time, there is something in her that 'belongs' to that guy. And it always will. It's a girl thing...
3. The use of hormonal-based contraceptives is also being linked to later infertility.
4. The lack of use of contraceptives ends up leading to a higher abortion rate and/or a higher rate of single moms trying to raise their children alone.
5. There is only ONE gift a man or woman can give a spouse that no one else can: his or her virginity and faithfulness. This means the spouse will never have to fear "Am I as good as.....?" or "What if there is a disease I don't know about?" etc. It is an incredible gift to give to the bride or groom and, again, no one else can give it.
6. But there's one more and, in my mind, it actually trumps all the others. God has used the physical world to teach us about the spiritual world (this does not make the physical world any less real!). Jesus talked about grape vines, wheat and tares, etc. There is only ONE physical thing which is a picture of Christ coming into a person and creating a new life, and that is sex. Paul said he wanted to present us as a pure bride to Christ. Jesus used the marriage picture when He said He was going to prepare a place for us that where He is, we may be also. Satan, it is my belief, has attacked the sexual picture almost more than any other to try to destroy the image of the believer and Christ and the sacredness and holiness of that. The marriage bed is to be kept pure. There is a reason for that. Apart from the emotional and physical and mental well-being of the husband and wife (and,, really, isn't that enough?), it is the picture of Christ coming into the believer in love and a permanent relationship.