He wanted to, he almost did.
But when they were both naked, Tyrion just couldn’t bring himself to consummate the marriage because she was very young….and unwilling. Instead, he told her that they should wait, until she come to know him better, and trust him a little. He promised, he will not touch her until she wants him to. Sansa said, she never want him to touch her. So Tyrion promised he won’t.
The next day, the whole King’s Landing knew that their marriage wasn’t consummated, thanks to Littlefinger. People mocked him, his father humiliated him but still Tyrion kept his promise.