A lot of misinformation and very biased views in this thread.

The answer to the question "Why does more religion = more anti sex" is simply because most major religions, especially the more "conservative" (from a western standpoint) ones have some sort of stigma placed on sex. Essentially, in places where there is more belief in a religion with a certain view, that view will be more prevalent.

However, there have been whole studies on religion and sex, and there are a couple of well founded theories on the why.

It should be noted that from a basic human standpoint, we want to have sex. No religion can outright ban sex. If that was the case, the followers of said religion would go extinct rather quickly. So very few religions are heavily "Anti-sex", instead, there is usually a stigma placed on sex in certain situations (out of wedlock or with multiple partners, for example).

Note that some religions heavily endorse sexuality. Most notably Hinduism. Others, such as Buddhism try to avoid all earthly pleasures outright.

However, The most popular religions: Islam and Christianity, may have become popular due to their views on sex. The idea here is that by putting stigma on "earthly" desires and then providing atonement for said stigma, you can get more people hooked onto the concept fairly easily. This creates a domino effect of more people imposing the stigma and therefore more people seeking reparation.

Another point (that I believe another commenter pointed out) is that if sex is only okay for wedded couples, then whenever people want to have sex, they need to jump through the hoops of marriage through the church. This in turn leads religious couples to produce religious babies, or if one half of the couple is religious, the church has an opportunity to convert a person, and then perhaps a whole other family to their religion.

TL;DR certain views are popular where certain religions are prominent, but certain views may contribute to the prominence of certain religions.