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.
Outside Qumran there were also married Essenes living with their children in "encampments" throughout Israel. We do not know for sure how far their common life extended or even how regularly they observed the Qumran-style common meal. But according to their rules in the Damacus Document, they assessed to the common purse "the salary of two days each month at least" for the orphan, the needy, the poor, the elderly, the beggar, the foreign prisoner, the unprotected girls, and the unmarried woman (Damascus Document 14:12-17). Both groups were trying as best they could, and in somewhat different circumstances, to live their future heaven on present earth.
The Qumran Essenes prove the existence of celibacy as one possible part of a utopian lifestyle in Jesus' contemporary Judaism. He himself announced not just the imminent possibility, but also the present actuality, of the Kingdom of God. God's utopian program was already started and all were invited to participate in it--now.
On the other hand, there is also a more pragmatic reason for such celibacy. As Paul told the Corinthians, it was both permissible to marry and preferable not to do so: "I wish that all were as I myself am ... to remain unmarried as I am ... those who marry will experience distress in this life, and I would spare you that ... the present form of this world is passing away .... I want you to be free from anxieties ... in view of the impending crisis, it is well for you to remain as you are .. who marries does well, who refrains from marriage does better" (1 Cor 7). None of that is particularly profound, but it is also another possible reason why a first-century apocalypticist might not get married.
Philo's treatise On the Contemplative Life describes female and male Therapeutics living an early-first-century life of communal asceticism near Lake Mareotis outside Alexandria. "No one of them may take any food or drink before the setting of the sun ... and some ... can endure ... for three days without even tasting it ... and some ... will scarcely at the end of six days taste even necessary food .... The possession of servants or slaves [they hold] to be a thing absolutely and wholly contrary to nature .... When each chorus of the men and each chorus of the women has celebrated separately by itself ... they join together, and the two become one chorus." The reason for this lifestyle is not an imminent end-of-the-world but "because of their anxious desire for an immortal and blessed existence, thinking that their mortal life had already come to an end, they leave their possessions to their sons and daughters ... to other relatives ... [or] to their companions or friends."