According to Osho, he never married because he is “not mad”—using sharp humor to say that conventional marriage often means unnecessary suffering and bondage. By citing a joke where Jesus prefers crucifixion to marriage, he underlines that compelled relationships can be worse than pain. His point: authentic freedom and love cannot be forced by social rules.
He jokes that marriage can be a trap, so he chose to stay free instead of marrying just because people expect it.