Why is that?
God created women to be helpmeets to their husbands. That means that helping, serving, and following are natural (and good!) instincts. When we are expected to take the lead in pre-marriage relationship-purity we are put in a place of leadership that is unnatural--a place that God didn't intend for us to have. Can a woman fill this role? Yes! Of course! However, there are almost always negative results.
First, a woman who has to lead in relationship-purity will lose respect for her man. If she can't trust her man to be a stalwart protector of her purity and their relationship's purity before marriage, how can she expect him to be after marriage?
Second, a woman who has been the "gate-keeper" pre-marriage often struggles post-marriage with letting that go. I know of so many woman who had serious struggles post-marriage because it was so strongly ingrained in them during their single years that physical pleasure was sinful and that it was their responsibility to keep the relationship from sin.
Third, it robs the young man of a prime opportunity of demonstrating servant leadership and Christ-like love for his bride.
Placing the weight of this burden on the woman runs against the grain of scripture. The marriage relationship is designed to reflect the relationship of Christ with his bride from the beginning (courtship) to the end (till death do us part). When we consider this relationship we see that Christ ALWAYS places a high value on his brides purity and would NEVER entice his bride toward sin. He protects and cherishes his bride's purity, in fact, he literally gave his life to protect her purity. This is exactly the character quality that a woman longs to see in her future spouse.
As Eric Ludy states in his book "God's Gift to Women:
A woman doesn't just want her man to understand her sacred boundary line--she wants him to heroically protect it.
He later continues:
As guys we haven't been trained to protect femininity, we've been trained only to conquer it. But the essence of a Christ-built warrior isn't just overcoming difficult obstacles (ie. women with morals) but rather to become a difficult obstacle, standing in the way of all forms of impurity and injustice. A warrior doesn't complain about sacred boundary lines--he gives his life to protect them.A woman needs to have the confidence that her man will zealously protect the purity of their relationship. She needs to know that though purity is important to her, it is even MORE important to her man. She longs to be assured that even where she is weak (regardless of whether she is) her man will, like Christ, be strong and courageous in defense of her purity.
*I am speaking in VERY general terms here. Women increasingly struggle with lust and physical temptation, as evidenced by the fact that 1/3 of pornography is viewed by women. This is a HUGE issue in the church, and one I don't intend to mitigate.