Marriage is not as exciting as being boyfriend and girlfriend. When you are married there are tons of responsibilities and duties. When you are boyfriend and girlfriend its just all fun, dates, playtime, etc.
So, Krishna – the entity who has the most fun in existence – doesn’t get married.
Yes, duties and responsibilities are important, but Krishna takes care of them without stopping his play in his playground, Vṛndāvana. When there is some duty or responsibility that needs to be done, he expands himself into another form to take care of it. When he needs to be a king and help the Pāṇḍavas, for example, he expands as Vāsudeva and goes to Mathurā and Dvārakā.
He himself does not take even one step out of Vṛndāvana. “Vṛndāvana parityāja na eka pāda gacchati.” When Akrūra takes Krishna to Mathurā, at that time the Vrindāvana-Krishna avatāra becomes aprakāṭa (unmanifest), and the Vāsudeva-Krishna avatāra becomes prakāṭa (manifest). In other words, Krishna-līlā displayed on earth is actually over when Akrūra takes him to Mathurā.
So, the person who married Rukmini is not the same person that Rādhā loves. The person Rādhā loves is Vṛndāvana Krishna. The person who married Rukmini is Vāsudeva-Krishna. Rukminī and the rest of the queens who married Vāsudeva Krishna, by the way, are expansions of the gopis, including Rādhārāṇī.
Some people don’t like this about Krishna.
Well, that’s why Krishna seldom shows his Vṛndāvana Avatāra. But we happen to be in the 1 in a 1,000 Yuga cycles in which he does.
People think marriage is more virtuous than being boyfriend and girlfriend, and that is true, but virtue is only a set of rules to stop selfish people from ruining everyone else’s fun. Fun is always the primary objective of life. Bhagavān, the supreme living being, doesn’t need to observe rules of virtue. Virtue comes automatically for him, because he is full of prema, love. So, all he does is have fun.
People may complain that he shouldn’t have fun, he should set the right example for us. People may think that God’s life should revolve around theirs, but that is totally silly. The opposite is really true. Anyway, to set the right example he has so many avatāra like Pṛthu, Rāma, and so on, and he gives the Veda with so many virtues explained in it. Etc. etc.