Often times it's about control over people. Whether it's religion or capatilism sense it's something you can do yourself for free that gives you pleasure. Capatilism can't force you to pay for enjoying yourself and religion doesn't want you to do things that they don't control
For fuck sakes. Not everything has to do with capitalism. Puritanical belief exists long before capitalism, communism or whatever economic system you want to paint as the boogyman. And it will exist long after.