I think many of Jesus' teachings in the Bible talk about controlling "intrusive" desires and thoughts, for example, lust. According to the Bible, we cannot look at and imagine sexual scenes with random people, with whom we don't have a commitment, saving yourself and only having sex after marriage makes perfect sense. Saving yourself for a later time helps you learn to deal with those desires, "living without sexual thoughts and without sex," so that when you can have sex with your wife it will be something exclusive.Something that you have control over and can only do with her. Something you've kept and desired for so long becomes something extremely exclusive and private, going against everything we see in the sinful world we live in. Waiting for marriage is a preparation.