It's possible that Roman Catholicism and then the Reformation made sexual repression a part of Western European culture in a way that survived the transition to a more secular society (although the US in particular is still mostly nominally Christian).

But some kind of sexual repression seems to be a feature of every human society. Probably that's because people in every society often harm themselves and one another for sexual reasons, so people everywhere attempt to repress that.

Birth control, especially barrier methods such as condoms, and modern medicine have dramatically ameliorated the degree to which people harm one another for sexual reasons. But rape, infidelity, and falling in love with harmful partners are still enormous problems, as well as some more prosaic problems mentioned in the article.