No He wouldn’t need to have been married. According to our scriptures Jesus had been divine in the preexistence, as a spirit, before He was born in mortality (see
John 17:5; Ether 3:13–18). You will ask, Why is Jesus is an exception? The answer is that God makes the rules, so He can make exceptions to His rules if He wants to. Whether Jesus will be married at some future time it has not been revealed.
