This is a great question and there are three answers for this.
First, much of early Christianity and the Western world was an outflow of the thoughts of Plato. For this reason the body was seen a prison house of the soul. This belief lead to a negative view of the body and most importantly it tended to look down upon sexuality.
Second, some of the writings of the apostle Paul have been interpreted to have a negative view of sexuality such as 1 Corinthians 6:12-20. I would disagree with those interpret it this way, but unfortunately many do not consider the context in which Paul is writing. We need to keep in mind that Paul did shape the Western world, whether we like to admit it or not.
Third, some church fathers took a negative view of sexuality. All you need to do is read people like Clement of Alexandria and you will see that sexuality was downplayed, and he was only a moderate. In addition, people like Augustine, a central figure of the early church, believed that the first sin was concupiscence.
For all of these reasons, the western world, which has been influenced by the church had a view of sexuality that bordered on sin.