A few thoughts:
"This entire theory [that Joseph and Mary lived their entire married life without sex] is based upon a very unhealthy view of sex that for some reason Christianity developed."
This sounds like speculation. In fact, sometimes Hindu couples will live as brother and sister, especially after having had children and when ready to devote more time to the pursuit of God. I know of one Hindu couple who never consummated their marriage.
"Ultimately you have to ask yourself why would God, who created sex, sees sex as some unholy thing."
I don't think Christianity teaches sex is unholy; doesn't Catholicism teach that marriage is one of the seven sacraments? and isn't sex part of the marriage relationship -- at least, most of the time? While I suspect many Christians would not express it this way, I think the root idea is that sex is too sacred to be trivialized, and that marriage is its proper venue. You can disagree with that idea or not, but it's quite a different thing from saying that sex is unholy. It's the opposite, in fact.
You may not believe in the existence of spiritual evil, so take this for what it's worth to you. I've seen first-hand that sex engaged in for selfish purposes is an invitation to spiritual evil.
As for Mary: I think if you have some experience of her it will answer your doubts and objections.