Because Utena, who is fourteen, is basically shown having sex with Akio (ep 33). We see her face as she orgasms. That is so not going to be shown on TV. Not to mention Anthy's many sex scenes with Akio. I know nothing's really shown, but it's heavily implied. Oh, yeah, and heavily implied gay sex, too (the best kind, imo ^o^).
In the U.S., age of consent for most states is 18 (some are 16). So this would be illegal. In Cananda (where I live) it is 14 (and in Japan it's 13 :D), but I still can't picture the CRTC (our TV/radio censor) allowing this. o.O;;