Because it’s much harder to know if the person you want to get married with and you are compatible if you don’t have sex before marriage. Sex is a major driver in couples. Often sexual attraction is the major reason why we start a relationship with someone. But until we haven’t had sex with this person we do not know if we are compatible.
Not having sex before moving in and/or getting married means not knowing if we have a similar sex drive, similar or compatible tastes in sex, and not even if once the sexual attraction gets satisfied we will still want to be with that person. A couple that gets married before having had sex and before having lived together for at least a few months is far more likely to deteriorate faster due to incompatibility.
But couples who do not have sex and do not live together before marriage are often tied to deeply conservative values according to which divorce is not an option. So these people may have a lower divorce rate, but they have a hugely higher rate of unhappy and often dysfunctional marriages.
Beware, in this experience of living together it’s at least as important as sex. Even if you may be against sex before marriage, at least spend a couple of years living with your fiancé (maybe sleeping in separate rooms) to verify at least if you are compatible in those regards.