I may well get burned for this, but I'm going to quote a friend's quip from years back. I think he made a good, if caustic, point. (Your choice of term "puritan" is the operative word here.)

"It's cultural baggage. The country was colonised by Puritans. You know, the segment of British population whom even then Victorians considered uncomfortably prude."

I do believe there is a kernel of truth in that. As to why it has remained such a dominant feature in the collective US psychology, now that'd be an interesting study.