If one were to take the majority of fairy tales as fact, this would be a defining trait to be found in unicorns, dragons, demons and various others of the supernatural realm.
Unicorns have ever been said to be attracted to purity and unable to restrain themselves from approaching and trusting virgins. This led to the use of virgins when hunting them and could be cited as why one never sees unicorns today. Alternately, one could cite the lack of virgins.
Dragons seem to be fond of virgins but for much different reasons. It would seem that virgins are something of a delicacy. Whether this is due to a tenderness of the unsullied flesh or something less physical is never explained, although the dragons can always tell the difference. Demons likely favor virgins for much the same reasons as dragons.
Virgins were often the only choice for sacrifices and for the satisfaction of many curses. Yet again, it is uncertain and often unspecified why the virginity is so important, but dire consequences are often stressed if the conditions are not met.