Concerning the religion, yes, I definitely agree, since I believe that organized religion in general was made specifically for oppressing and manipulating people (especially women) in order for them not to reach the true divination (not a fact, just my opinion). So sex, is just one of those means of oppression.
About Chen, I think it's clear that is a shotgut wedding, since unfortunately there is little to no sex education in Korea. Koreans also tend to vilify the act of sex and don't use protection most of the time. Also, women who get pregnant outside of marriage tend to be frowned upon and that leads to thousands of abortions per year. Ex0 is an active and popular group and I think that Chen had the intentions to marry that girl some day (just not now) but the pregnancy came up. Reading translated korean comments, I saw that Koreans acknowledge the fact that most kp0p idols are dirty and fake, so plenty of them were praising him for taking the responsibility, that is a good thing at least. I sincerely hope it will work for him, and I wish him the best. I am just curious as to what this will bring for the rest of the group, economically speaking.