I wonder why religions even have made sex to look like a bad thing.
Historically, sex out of wedlock HAS been a very bad thing. Venereal diseases, unwanted pregnancies, death and sickness (really....the list of famous people who died of venereal disease at a young age is surprisingly long). Of course that's not really a problem anymore, but that's only been true for the last 60 years or so. For the thousands of years before that, religion was right on in their recommendations. Religion moves slowly to deal with new developments, especially on relatively minor issues (seriously....pick up any holy book and count the number of paragraphs talking about sex. It's a small proportion. Usually significantly less than 1%).
There are two main factors to religion's stand on sex (and by religion I mean the more popular choices in America; not every single religion).
First and foremost, to all the religions that have a stigma on sex, the only purpose of sex is to make babies to perpetuate the religion and moreso, perpetuate the coffers. You have a baby, they get a future tither. That's why the bible talks about "spilling seed" as a bad thing; you're wasting their future money.
Second, they only want you to perform in the least satisfactory way. Because if sex is fun, guilt-free, and felt good, you'd do it all the time. If you're going to do it all the time, you're going to take steps to prevent having children (pills, condoms, cut, etc). Since you're only doing it occasionally and it's not that exciting of a position, you'll want to get the most out of it. Plus, as the parent mentioned, too much of a good thing can cause death. Too much death and no one is around to perpetuate the religion.