It leads to desolation and destruction. Oh, they think they are having the time of their life and are on top of the world, but there is coming a time when everyone meets their master. Let me tell you, giving your heart to Christ and living for Him, is far better than what they have. In this verse, to burn, doesn't mean you go to hell if your not married, but is talking about burning with lust and desire. Marriage is better than a one night stand, flings with different women and participating in cheap affairs.
Marriage is better than adultery.
It is better to come home every night to the same woman, sleeping in the same bed and waking up every morning in the same house. That's better than waking up with some harlot wondering where you were the night before. There are a lot of, so called men, dancing cheek to cheek with another's man's wife, going off to some Motel and running the risk of aides or some sexually transmitted disease, when you should have been at home with your own wife. Proverbs talks about being ravished by the woman of your youth. Ravished means mesmerized, fascinated with.