I have absolutely no problem with the idea that Jesus was married, but it's not something Mormons are "supposed to believe" - since it's not taught anywhere as scripture or "official doctrine". It makes sense to me, and I personally believe he was, but it certainly isn't official.
Perhaps the most humorous reason I heard for the idea that He had to be married is that the scriptures say clearly that He took upon Himself ALL of our afflictions - and He was a man. Needless to say, I'm not going to encourage my wife to read this post.
(By the way and for the record, part of why I like to believe Jesus was married is that the justifications for why he couldn't have been are just so lame.)