It's due to a groupthink, herd mentality, which includes years of negative programming about sex. Seen it up close and personal. Their uptight hangups about sex -- from the years of negative programming -- affect their marriages, too. So even though they attempt to hold out marriage as "the correct venue" for sexual activity, the heavy-duty, anti-sex brainwashing affects that negatively, also.
And yeah, a lot of the religious types here in the States particularly are heavy against pr0n use (among other sexual matters), even though according to one (Christian) survey, 76% of their men use it (tells you a bit about how awesome the sex lives are in their marriages).