I do not ask God why. Why God does things is beyond our comprehension. In the book of Job, Job's three friends tried to give Job reasons for his suffering, but God was displeased with all of their answers. In Job 38:2-4(NLT) God said, “Who is this that questions my wisdom with such ignorant words? Brace yourself like a man, because I have some questions for you, and you must answer them. Where were you when I laid the foundations of the earth? Tell me, if you know so much." 

Many times God does explain Himself through verses in the Bible. In fact, God invites us to reason with Him. Isaiah 1:18, "'Come now, and let us reason together,' says the LORD…" Instead of asking why, it would be better to ask God, "how should I act or what should I do now to glorify you? Please show me your will for my life."  If your conscience is bothering you, then certainly confess your sins and ask God to forgive you in Jesus' name. But to think God is punishing you by withholding marriage would be an improper conclusion. God loves to bless us. All of a Christian's experiences are designed to develop a christlike character in us. Remember Romans 8:28, "And we know that all things work together for good to those who love God, to those who are the called according to His purpose."