But according to many religions, including Christianity and especially Catholicism, this is not allowed, and seen as a 'sin'. It is this sort of discrepancy between moral and religious ethics with which I have problems.

The Catholic Church's stance on sex (bearing in mind that the stance is constructed by men, and only men, who are supposed never to have sex) has nothing to do with ethics and everything to do with the egregiously-immoral and ruthless acquisition to itself of a blunt instrument of control. Everybody wants sex so, a bit like a government that realises that everyone gets money and invents tax accordingly, the Church pounces. The plain fact is that sex is no more a moral issue than eating burgers, drinking beer or not being a veggie. Sex is what people do. Religion seriously needs to keep its big nose out. People are experts at sex. Popes, bishops and theologians are crass amateurs, as is abundantly revealed by their pathetic response to the sex abuse scandals.