In my parents' youth ( the 1930s and 1940s) it was thought that girls who had sex before marriage were tarts. Nice girls didn't.
There was also the very real desire amongst many women to find a husband, and the rather hypocritcal belief that if you weren't a virgin you were 2nd rate marriage material.
My father also used to say that if men could get sex without marriage, why would they bother to marry the girl anyway. In his eyes, and many men now his gae ( 80s), marriage was the price men paid for regular sex.
This was largely to do with the church's teaching, but also the lack of 100% effective contraception, and the inability of women to be financially indepedendent, especially if they became pregnant.
The welfare state did not exist as it does now- and even in 2011 many single women would find it hard to supprt a family without state support.
Before I got married, I lived with my DH for 3 months before the wedding and my parents were very embarrassed about this. Even in the 1980s it was referred to as "living in sin".
It's a very complex issue but basically, but in the past the feeling was that lower class women had sex with men outside marriage as ameans to try to trap them whereas middle class women saved themselves and were taught to value their virginity.
The reasons are a mixture of religion, but also the practical. Even now, you get a much better deal financally if you are marrried then divorce, as opposed to living with a man- especially if he is the major bread winner.