How do you know? Most religious organisations aim to take a profit from use of their assets in order to support their work.
We're not talking about what we personally think is OK or not - the question is what is discriminated against in law or not, and that is what the court will be deciding on as well.
The law doesn't seem counter discrimination due to being unmarried. Therefore *if* the reason they are saying you can't share a double room is because they don't want to provide opportunities for fornication then it's not illegal. Just like it wouldn't be if they refused use of their property for filming an adult movie or had other rules like no smoking/pets etc. Whether you feel they have any right to add perfectly legal conditions to their use of the room is another matter - as they're not in a monopoly position I think there is probably justification for allowing different B&Bs to have different conditions if they want.