Is there any river that doesn’t meet a sea?

There are several, in fact! The most famous example would be the Okavango River, which - instead of reaching the ocean - peters out into the massive Okavango Delta and evaporates, in the middle of the Kalahari Desert. Some other notable instances include the Onyx River - the longest river in Antarctica, at 32 kilometres in length - which simply flows from one lake to another. And the Omo River, which starts in the Ethiopian Highlands and ends in Lake Turkana, Kenya. But these last two flow into lakes. That’s not unusual for a river, right?
Certainly not; however, in the vast majority of cases, the river’s water will meet the sea eventually, as almost all lakes are drained by other rivers which reach the ocean. Not so for these lakes. Why? Because they’re in what are known as endorheic basins. In hydrology, a basin is a region in which all precipitation will drain and collect into a common outlet. There are innumerable river basins throughout the world, with dozens in the (contiguous) US alone. If you look closely at the US map, you might notice that not all these river basins enter the sea. They are endorheic basins; closed, self-contained systems where the amount of water flowing in is equal to the amount which evaporates or seeps away.
You can theoretically find them in any climate, but they tend to be in very dry areas - e.g. the Kalahari - as where it’s rainier erosion will usually carve pathways to the ocean. They also often have mountains or glaciers blocking their way to the sea. Endorheic basins make up about 18 per cent of the world’s land area - although this map doesn’t show the ones in Antarctica.
Also note that 6 of the world’s 25 largest lakes are in endorheic basins - Lakes Turkana, Balkhash, Titicaca, Issyk-kul, and Urmia, and of course the Caspian Sea - the largest lake in all the world.