In canon it's unknown but my headcanon says that yea, he's a virgin.
[ Wolfram is not very rational when he is upset and that little personal bubble invasion from earlier was more than enough to anger him greatly.
Whether he is a virgin or a demon is none of this stranger's business. How did he figured that out, anyway!? ] If you're not here to harm me then what do you want from me!? [ He keeps his offensive stance, ready to launch fire at the most minimal provocation. ]