Because its unfavorable to have relations outside of your own relationship. Generally this is called cheating. And it usually puts a dent in your rep.
I noticed you said "having sex with a girl" instead of having sex with his girlfriend. But if its with the girlfriend that he's having sex. Then it may be that he has more class than most people these days. What goes on behind closed doors is in between you and that person. I dont think such things should be flaunted or publicised