Why do, across ascetic spiritual traditions (e.g. Ancient Greek spiritualities, Stoicism, Christianity, Buddhism, Jainism, Hinduism, Confucianism), a moralizing side restricting bodily pleasures, and a joyful side celebrating self-control derived well-being develop in concert? Why are these two intertwined cultural traits a recent development in human history, characteristic of economically developed, socially complex societies of the "Axial" transition? Here, we suggest that the cultural affinity between the puritanical and eudaemonic components of "Axial" spiritualities makes sense when one construes them as culturally evolved technologies of self-discipline. By this, we mean a package of psychological theories and techniques that people designed, tweaked and selectively retained because they appeared to them as effective in facilitating the delay of gratification. This increasingly exhibited goal – delaying gratification – had two core facets: facilitating inter-individual cooperation one side, which is a long-term strategy, and favoring individual well-being on the long-run, which required resisting the temptations of immediate pleasures. This dual demand (moral and eudaemonic) for self-control drove the joint cultural evolution of ascetic religions and spiritualities endowed, with various dosages, with both a puritanical, moralizing tenor (controlling sinful desires for selfish, instant gratification) and a joyful, eudaemonic facet (favoring ‘mastery’, spiritual pleasures over short-sighted, quickly evaporating ones). Also, this allows to answer the question of their cultural emergence, as the very propensity to favor long-term goals over immediate gratification varies with people’s material security, which is known to have dramatically increased in the societies where these spiritualities emerged.