Why does she do this?

You should sit them down where it's only you three and let them know this is a very serious conversation, make it very clear that you don't want a relationship and that they need to drop the subject. Tell them your feelings are hurt by what they say and that you have other, more important proprieties than relationships at the moment. They are your family and should understand and respect your wishes.

Though I'm not quite in your situation relationship wise, I am the youngest in my family and though I am a grown man, my brothers still like to take the micky a little, but for me I just always got sarcastic with them, and with a straight face, would say something along the lines of "oh yeah, you are so hilarious" and then just roll my eyes, that would generally shut them up (I may get a "ooh moody" out of them, but that's it) or maybe you could fight back and reveal something you have on her, that she may find embarrassing.

She's just trying to dominate you and get a rise (which so far I have to say she seems to be achieving)

I know she is family, but you have to try to not care what she or anyone else thinks of you, yes it is a slight surprise, that you have never had a boyfriend (any of the rest, well you'll know when your ready, and you can regret early flings, though, they do shape later decisions) but that's your choice and they should respect that (I'm single at the moment out of choice, but people can presume it's forced on you, especially if they are loved up themselves lol) and that special person will come soon enough, though if it eventually doesn't work, for whatever reason, that's no problem either (if you know what i mean, I'm not sure I do lol)

Chin up, you sound like you've got your head screwed on, stick to your life, even if you change your mind and want a fling, there is nothing wrong with that either, so long as it's your decision and your life your leading

Just ask her why this bothers her as you are just fine with the way you choose to lead your life.Your mom should be proud of you for waiting on the right person.I would tell them that it is "nun" of their business and to find someone else for their butt jokes because you have respect for yourself.

ignore them, and make as if you didn't hear anything. or if you tell them you don't like it, they may end up doing it EVEN MORE...