Jesus had two younger brothers and at least two younger sisters. Joseph and Mary had PLENTY of sex.
That said, I see nothing wrong with the concept of a chaste marriage if entered into by people who want companionship and somebody to live with, but aren't necessarily all that interested in physical intimacy. In parts of the LGBT community these relationships that are extremely emotionally intimate but sexless are called "queerplatonic" and sometimes these people get married because tax benefits, power of attorney, or just a way to formalize things.
I DO see something wrong with it if it is entered into by people who do want sex, or because they are taking birth control prohibitions a bit too seriously.
If a sexless marriage makes you happy, do it. But don't do it because some priest tells you it's preparation for heaven or whatever.