I haven't seen any religion that supports adultery or fornication or illegal sexual acts. When one engages in this act, most religious scholars believe it is a sin.
A lady who keeps her virginity is seen as a holy lady because it is believed that she obeys the commandment of her God by following the rules of her religion. This implies such lady is modest in dressing and act towards men.
Sometimes, this isn't applicable to the concept of religion because "not every virgin is holy and not every Holy girl is a virgin" .
Thanks for reading and I hope this helps.