I do recall research showing that married people lived longer and had less physical disease and depression than non-married people. This was particularly true for men. I don't recall, however, that non-married co-habitants were part of the study, or that the study controlled for level of conversation or touch (or amount of sex, for that matter). Thus, the study measured something other than the effects of marriage per se.
Let me also note that although married people (especially over 40) may have more "sexual contacts" per month than non-married people, this doesn't mean their level of sexual satisfaction is higher. And in terms of risk, there are data to show that some groups of married people are at higher risk for STDs than unmarried people, because the unmarried people assume their partners have other partners (and therefore take some precautions), whereas the married people assume their partner is monogamous (and therefore don't take precautions)--which may not be true.
In fact, married people having unauthorized non-marital sex face an interesting dilemma: they can't say to their spouse "let's use a condom because of who I was with last week," yet they may care deeply about their spouse's health. There's no easy solution to that situation.