GOD has put certain rules and laws in place for us to obey. Not because he wants us to miss out on fun things or because he's mean. Quite the opposite, GOD loves us so much that he put these laws in place to protect us. To keep us safe from bad things. We live in a fallen world, so more than ever we need his protection. And the rules he put in place are part of that protection.
One of GOD's rules is that people may only have sex when one man is married to one women for life. Imagine if people followed that rule, millions of babies wouldn't be being killed every day in abortion clinics. We wouldn't have people contracting all these sexually transmitted diseases from having sex with multiple partners.
Just a couple examples of how obeying GOD's laws keep us safe from harm and prevent bad things from happening. If only people knew the power of GOD's love. And how it actually empowers a person and gives you real freedom.