(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.
It is a cultural universal that people are discouraged from having sex as often and with as many people as they want to. Every culture I've ever heard of imposes many restrictions on sex. I've never heard of a culture that shames people for being too stingy with sex.
If we assume that culture is adaptive, this means that the human sex drive is too strong for humans in society. Why is this? As sex drive is a phenotypic feature with extraordinarily strong selective pressure, why haven't we evolved to have the proper sex drive?
One reason could be that reduced sex drive is selected for at the level of the group, while higher sex drive is selected for at the level of the individual.