Jesus (A) was unusual, given that he was not created in the same way as other human beings, so he could be considered as a special case.
Anyway, it is not necessary to marry in Islam. One is allowed to marry or not to marry. What one should not do is forbid marriage or tell people that it is religiously better to be celibate.
The story of the monk called Bahira is not considered authentic in the Imami school.