You are correct in believing that preclude requires a direct object. However, the example sentence is still correct, because here preclude has been put into the passive voice. You wrote:
A man is precluded from all women except his wife.
This is equivalent to:
[Society] precludes a man from all women except his wife.
In this example it's quite clear that the object of preclude is a man, as expected. In the first example the direct object has been made the subject, as normal for passive constructions.
What is unusual about the first sentence is the fact that from is taking an ordinary noun as its object, while the normal idiom requires that the object of from be a verbal noun of some sort. So either of the following variants would be preferable:
A man is precluded from sleeping with all women except his wife. (Using the participle sleeping.)
A man is precluded from copulation with all women except his wife. (Using the abstract noun copulation.)