Celibacy. What's that about?

So me and the fiancee have been struggling with what exactly this celibacy situation is about and why we are doing it?...or not doing it, rather.

Both of us being fairly religious, we were always informed of the importance of being celibate...at least for a while leading up to the big day. They say, "out of respect".

But frankly, it's stressful...perhaps even PAINFUL!...and as we draw nearer and become increasingly frustrated, we are beginning to ask ourselves, "why are we doing this again?"

Any takers?