The Orthodox explanation- sex is only allowed when your married. First of all, because God said so. Not all explanations given after this point by an Orthodox person are actually sourced in any particular tradition or text, we do things because God commanded us. Some things are explained or given reasons explicitly in texts or in our tradition, some things aren't. But we certainly try and understand either way, and from a large number of points and sources that are more or less connected to this idea, the reason in this case is that sex is considered a special and holy act. Sex has the potential to create a child, it is an act that God gave us that allows us to be partners with Him in the creation of His world. It is a level of intimacy and connection to another person that is only appropriate when you are married and committed to them.