Hi there!
I am jumping in on this question after about 140 responses. I read about half of the responses and never saw the original question answered.
"Did the Jews have no rule like this? Would it really have been considered acceptable for Mary and Joseph to never have sex? Wouldn't that have a serious negative impact on their marriage?"
In first-century Judaism, there were two parts to the marriage ceremony. The first part was the religious ceremony. The second part was the consumation of the marriage. If the marriage was not consumated, it would not be a valid marriage in Jewish tradition. Mary and Joseph were certainly aware of the fact that consumation of the marriage was a necessity for the marriage to be recognized by God.
Either they were married by the law and living as husband and wife before God, or they were living a lie before man.
~serapha~