So, premarital sex is not immoral 'cause God says so... yet, it just is immoral. I don't understand!
If sexual relations are a necessary part of the plan of salvation, (because marriage, family, and posterity are) and if lawful marriage is necessary for the legitimacy of those relations, and if our eternal happiness and potential are threatened by divergence from that pattern, then any relationship which impedes, retards, or destroys our movement toward those goals is immoral, as it becomes, once it is known to be so, an act that we enter into knowing beforehand will cause harm, sorrow, and even misery to the other, let alone ourselves.
If morality is the structural integrity of relationship, then sexual relations beyond the boundaries of the Lord's Gospel lacks integrity, as it is destructive to our happiness and our ultimate joy in the deeper purposes of human sexuality.
Why didn't God make it otherwise? You will have to ask him, but it is our task to come to a knowledge of these things for ourselves, even as we cannot understand them in a strictly intellectual manner. There are many things that have this property, many of which are not directly related to religion , so no problems here.