Why Jesus Didn't Marry
Given that Jesus was not married, the question becomes 'why not?' A look at some of the possibilities.
There is an ancient and venerable principle of biblical exegesis which states that if it looks like a duck, walks like a duck, and quacks like a duck, it must be a camel in disguise. So let's apply that to whether or not Jesus was married. There is no evidence that Jesus was married (looks like a duck), multiple indications that he was not (walks like a duck), and no early texts suggesting wife or children (quacks like a duck)...so he must be an incognito bridegroom (camel in disguise).
But seriously: For me the question is not whether Jesus was married, but, granted that he was not, why not? Within the options of his time, and leaving aside the possibility that all prospective fathers-in-law rejected him, there are three main possibilities.
The Eschatological Reason. First, if you believe by faith that a just God controls the world but also know by experience that the world is violently unjust, you may live in hope and chant in prayer that God will overcome someday. You believe there will eventually be a utopia (from Greek, "not-this-place") or an eschaton (from Greek, "not-this-time") upon a transformed earth. Second, if you have a special revelation (in Greek, "apocalypse") from God about its timing, you may conclude it will happen sometime within your own generation's lifetime--maybe now, soon, tomorrow. Third, you may also decide to live as best you can, assuming the time is almost here. Indeed, you may believe that if you live as if the time is here, you may hasten its presence and even jumpstart its consummation.
We also know that a profound utopian theology was the basis for the lifestyle of the Essenes, who lived in Jesus' time. In order, as their Qumran Rule of the Community puts it, "to bring about truth, justice and uprightness on earth" the successful sect member enters God's Community by "the placing of his possessions in common." Judging by their Dead Sea Scrolls and their carefully buried skeletons, those Qumran Essenes were an all-male group living in communal celibacy, ritual purity, and eschatological holiness--living in a sense like angels, with heaven already touching earth.