Think of it this way.
Let's try to transcend religious debates for now, and consider what really happens when you have sex before marriage.
It can lead to many problems.
While many think that it can strengthen a relationship, it often times does much the opposite. It can cause a great strain in a relationship and often times moving to quick will cause a premature end to an otherwise good relationship.
Additionally, consider when you get married, wouldn't it be great to be able to have that first amazing time with your wife, and not to be comparing it with that girl you already had sex with the whole time.
Just some things to consider.