Sure, this is a gross oversimplification, and SM is very wide; but the impact of two thousand years of Christianity really is very significant to the western psyche, even among the non-christian.

Things like being bad and deserving punishment or suffering leading to ascension are so close to christian concepts (sinning and hell, the passion of Christ) that it would be surprising for them not to be connected.

And there's also christian influences in sexuality outside of SM obviously. Stuff like Temptation Island on TV, or just sex being "dirty" in general (as in, engaging in sex lowers one's moral worth).

Also, D/s is commonly engaged in in gay relationships. It reflects power dynamics