What needs work, the apostle is pointing out, is the condition of being single and unhappy because of it. Paul will later point out that the state of being single is of particular advantage for Christians as they will then have far more time for Christian activities. But it is always inappropriate to be unmarried and miserable because of it. It is wrong for singles to have their every experience tainted with frustration because of their singleness. He has already declared that Christians should flee immorality.
Christians can say no to improper sexual expression.
They have the freedom in Christ to do so. Here Paul is referring to the longing, the desire, not just the physical desire, but the emotional longing for intimacy, for family, for all that goes with having a partner in life. For some singles, that kind of attitude can become a consuming fire, an idol in their lives. But the apostle's advice here is not at all unlike his word to married couples in verse 3. The simple command to act requires one to probe and learn in many areas of life previously ignored.