Like most sexual behaviour, there is a plausible evolutionary explanation. A single women can have unlimited sex, so her evolutionary drive is to be choosy, to get the best possible mates only. So she is generally turned off, except around exceptional men, or possible husbands.
The married woman on the other hand is not supposed to cheat, and there is no practical reason to cheat, so it requires an enhanced desire on her part to drive her to do so. She must always be aroused, so that she can take any opportunity that presents itself. Because from an evolutionary standpoint, getting some non-husband sperm is a very good idea.