It's because conservatives have this bizarre idea that if they pretend sex doesn't exist, their kids won't have it. They don't want sex education in school. They don't want their kids to have access to condoms or birth control. Teenagers are afraid to go to the doctor and get birth control because they don't want their parents finding out (via an insurance statement or such). So they have sex, unprotected because they don't know any better, and then end up pregnant.
When I was in school, they still taught abstinence-only sex education. Information on safe sex was not given, we were simply told not to do it. In life science when we had to break out in groups and do presentations on organ systems, the group that had the reproductive system were only allowed to describe the functions of the male and female systems, but were not allowed to talk about pregnancy or reproduction at all.
Teen pregnancy rates have actually gone down since they started actually teaching kids about safe sex. There is a clear correlation.