Jesus said he came to heal the sick, not the healthy. He came to forgive and to save but he also said that those who love him will follow his commandments. He gave us many of those commandments through the apostles and other NT writers.
He will gladly forgive sexual sinners, but only if they repent and ask for the forgiveness. He also told us, through Paul, that we are NOT to keep on sinning. We are to do our very best to stop.
