Serious question, why is it bad to die virgin? Why do people need to have sex before they die?
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Biologically, it goes against our nature to die before reproducing and allowing our genetic code to carry on into future generations. And this may contribute to how virgins are generally considered strange or outlandish in most sociological settings. That, and (unfortunately) sexual power is considered to be somewhat of a "status symbol" to certain individuals/groups. I think it all goes back to our instinctive purpose as living creatures, though.