Never having had sex says absolutely nothing in itself.
If they haven't done it because they haven't met the right person, or don't feel ready, or have turned down someone that they didn't feel comfortable with, I generally think it indicates a significant amount of self-respect.
If they haven't done it because they have been too busy or too distracted with life, well, that's their business but I don't think it necessarily says anything about them.
If they haven't done it because of some religious belief, well, that's their business as well. I think religion often encourages suppressive and antiquated ideas and often those ideas are misogynistic, at least in origin, and against our very nature. I have a hard time agreeing with people's religious beliefs, especially on topics like this, but to each their own.
If they haven't done it because they are clinging to some ideal that it will make them sullied or damaged, or if they are afraid of sex, then they have fallen victim to an antiquated, misogynistic myth, or, in the case of men, they have fallen victim to an overblown social construct based on the aforementioned antiquated, misogynistic myth.
If they have done "everything but" put a penis in a vagina, or if they haven't done it because of some infatuation with the mystical, magical hymen, then apply what I said about the antiquated misogynistic myth and multiply it exponentially.