(In the ancestral environment) If a higher sex drive among women is correlated with cheating, there would be a selective pressure on men to prefer choosing women with a lower sex drive as "long term" mates. In a culture where having a reliable mate is key to the welfare of a women (or her children), this could lead to selective pressure on women to signal low sex drive (and saying "sex is bad, especially unmarried!" is one way of of doing that).

This is consistant with the fact that sex drive in women is frowned upon more in women than in men.