That is...incorrect.
Fry and Leela have been married twice in the show. That is counting the last episode which, to me at least, counts.
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Bender and Zoidberg?
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Also incorrect.
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Is Lord Nibbler one of them?
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What about Zoidberg?
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Zoidberg has been married. In the episode Benderama, the useless matter that the Professor uses to copy his sweater is Zoidberg's Wedding Album.
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So that's what it was...
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Scruffy and Brannigan?
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The 2 answers I was looking for were: The Professor and Amy.
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I actually didn't count Scruffy as a member of the main cast when I thought of the question, but technically that is correct. So there are still 2 others who have also never been married. As for Zapp, I don't count him as main cast.