I think that has a lot to do with us humans always wanting what we can't have.
The more you are denied, the more you want it, even to the point where it doesn't matter why anymore.
The urge to procreate/mate/bond is one of the strongest innate emotions we have to bear. Yet, all of the mores and folkways we grew up with restricts us from freely and openly obeying this instinct.
With that in mind, it's my guess that some religious fundamentalists, especially those with weak will, are going to give in to that instinct. And when they do, this conflict between fidelity and instinct sometimes manifests itself in some really "odd" behavior, especially when reputations or the appearance of maintaining some kind of strict social decorum need to be upheld in the public eye.
In particular, our leaders, be they political, religious, cultist, business, etc. will have to do the nasty in secret, the likes of which are comparable to what your typical gov't spy need to be mindful of. Of course, the higher up the social/religious ladder they go, the more they have to practice that rather odd, even comical regimen of appearing to be what they really are not.
It's pretty funny to see how hypocritical some folks will get whenever something "scandalous" occurs up there in the stratosphere of social and religious circles, mostly because in defiance of the laws of physics, the higher they are, the more damaging the fall becomes, to a point that's well past what would occur at maximum velocity.
But, as usual, I digress.