That's because we don't view sex as a shameful activity. Sure, be upset the guy you spent time on is a jerk. Whether you had sex with him is completely irrelevant. The majority of people who feel as you do, of your friend did, subscribe to the belief that every guy a woman fuck takes a little piece of them away. Every new sexual partner takes a little bit of purity. Every notch on the bedpost should make one feel disgusted with themselves. If you saw sex in a more positive light, if you weren't embarrassed and ashamed of female libido, the idea of waiting to have sex as some sort of test of their worthiness and respect wouldn't seem logical.
This is an utter load of crap. It's not true for me nor my friend's girlfriend, and I don't believe it is true for the OP either.
I have a high libido and it's one of the reasons I love being polyamorous. My first year of being poly I think I had something like 20 partners that year alone. It was mostly fun and I don't regret any of it, I learned a lot about myself sexually and had some great times. But the two or three who ended up acting like assholes really upset me. That's when I started to realize that I needed to take better care of myself, filter out the creeps, strive to surround myself with caring, sensitive people only. The only way to know if people are caring, sensitive people is to get to know them pretty well. If anyone invents another way, I'd love to know about it.