Being celibate can be unpleasant. There's a stigma around it. It makes sense that celibate feel sometimes feel lonely.
However, it appears that celibacy or being a virgin is unlikely to be harmful to the body. One indicator is that, on average, nuns outlive the general population. Also, extensive studies of hundreds of priests show priests are happier than the general population. You could argue that some nuns and priests break their vows, which is true. Still, if celibacy were really toxic, I would expect different results.
I saw one study from 2008 that showed delaying having sex for the first time could be bad for people. The funny thing is that many news outlets created stories around the study that said staying a virgin could affect how much you enjoy sex. It's a good idea to read the study yourself. The study says, "Early initiation of sexual intercourse was associated with various sexual risk factors, including increased numbers of sexual partners and recent sexual intercourse under the influence of alcohol, whereas late initiation was associated with fewer risk factors.
However, both early and late initiation were associated with sexual problems such as problems with arousal and orgasm, primarily among men."
So having sex very early is associated with several risk factors including a greater number of partners for both sexes and arousal problems for men. Having sex late is only associated with the risk factor of arousal problems for men. It appears that delaying sex in women carries less risks.
Finally, "association" just means, scientists saw the 2 things together. So the scientists found that the same guys who were late virgins also had more arousal problems. But we don't know which event happened first. Did the guys discover that they didn't get aroused and then choose to delay having sex? Or did they delay having sex and discover they didn't get aroused?
Based on the evidence I see, I don't think being a late virgin is unhealthy.
The Study:
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2156059/
Nuns Less Vulnerable to Infections:
University of Sheffield scientists find nuns have stronger immune systems | Daily Mail Online
Happy Priest Studies:
https://www.amazon.com/Why-Priests-A.../dp/1594712743