Q. Why didn't Jesus ever marry and have children? If He was exposed to sexual temptations just like all ordinary people are, wasn't it better for Him "to marry than to burn"?
Jesus had a purpose for coming to earth which did not include having a wife and children. The apostle Paul wrote:
"It is a trustworthy statement, deserving full acceptance, that Christ Jesus came into the world to save sinners, among whom I am foremost of all."
Paul also wrote, in the passage you alluded to:
1 Corinthians 7:9
"But if they do not have self-control, let them marry; for it is better to marry than to burn with passion."
Notice carefully that Paul says, "but if they do not have self-control…." Jesus certainly had self-control. Jesus was the only human being who could ever honestly say, as is recorded in:
"And He who sent Me is with Me; He has not left Me alone, for I always do the things that are pleasing to Him."
Therefore, it cannot properly be said that Jesus ever "burned" in the sense of sexual desire. Being tempted, and "burning" with desire are two different things. Jesus himself said in
"but I say to you that everyone who looks at a woman with lust for her has already committed adultery with her in his heart."
Since it cannot be said that Jesus ever sinned, it also cannot be said that he ever "burned" with desire, or committed lust.
His purpose was to come to earth to pay the price for our sins:
5 Have this attitude in yourselves which was also in Christ Jesus,
6 who, although He existed in the form of God, did not regard equality with God a thing to be grasped,
7 but emptied Himself, taking the form of a bond-servant, and being made in the likeness of men.
8 Being found in appearance as a man, He humbled Himself by becoming obedient to the point of death, even death on a cross.
9 For this reason also, God highly exalted Him, and bestowed on Him the name which is above every name,
10 so that at the name of Jesus EVERY KNEE WILL BOW, of those who are in heaven and on earth and under the earth,
11 and that every tongue will confess that Jesus Christ is Lord, to the glory of God the Father.