The act itself, within the proper bounds thus described, is no more sinful than breaking bread and eating. The pleasure derived some said act of union builds marriages, families and beefs up the immune system, among other tangible benefits. Not to mention that sexual climax with your only true love produces a physical pleasure second to none else.
It is one of divinity's greatest gifts to man, perhaps third only to the pleasure of the closely related opportunity to create families and posterity the greatest gift of salvation from death through Jesus Christ.
I think we are in agreement on this - if He had married, the Gospel writers would have had no hesitation to record it.