Perpetual virginity is probably one of the scariest prospects to many in our culture today. Most other virtues require a balance between two extremes, such as not over-eating NOR starving one's self, or neither lying NOR being brutally mean and honest. These are comparatively easy as they don't require renunciation, but rather moderation. Virginity however requires a certain voluntary martyrdom that few are willing to endure. In all likelihood, many more people are virgins in body than would be if they could wish it away. Augustine made this distinction in his work on virginity (bodily virginity vs moral virginity), whereas Ambrose focuses more on the godly nature of virginity: it's "a twofold martyrdom, of modesty and of religion."
I'm not sure if Nietzsche ever wrote about virginity, but I know he would have loathed it, precisely because Ambrose does such a great job of describing how heavenly it is, that is, how un-natural. Virtue in the Christian sense usually completely contradicts nature and what is natural or easy, and virginity is the prime example. The world teaches us revenge, but Christ teaches doing good toward our enemies. The world glorifies money, but Christ demands you give it all away and follow him. The world sells literally everything using sex, but Christ lives out an example of chastity among prostitutes. As with all things Christ teaches, virtue is not an abstract, theoretical thing; it's embodied theology. Thus not only is continence Christlike and Mary-like, but Mary is a type of the Church: "She, a virgin, bears us her children, not by a human father, but by the Spirit. …what bride has more children than holy Church, who is a virgin in her sacraments and a mother to her people?" Virginity has a unique ability to transcend the material world while still begetting in other senses.
Marrying and sex keep us rooted to earthly concerns, as Paul points out: "For she that is married taketh thought for the things of the world, how she may please her husband." But, if one is freed of earthly marriage, how much easier is it for that person to please their bridegroom Christ? Thus the physically renunciative act implies a sort of trade. Ambrose clarifies that "I do not then discourage marriage, but recapitulate the advantages of holy virginity." He's inverting the usual valuation that society places on marriage: Ambrose argues that virginity should be expected, while marriage should be tolerated. Rather than our attitude that everyone is entitled to marry (and it's a tragedy/injustice when they don't), we should remember that marriage really is for the weak who cannot remain virgins. That being said, few are strong enough for virginity, so, as Ambrose writes, "virginity cannot be commanded, but must be wished for, for things which are above us are matters for prayer rather than under mastery."
Because it is a gift rather than a thing of effort, virgins must not boast. Ambrose is clear about this, and he warns against the pride which risks accompanying it. In a strangely relatable turn, he also chastises parents who bully their children by saying "I can't wait to be a grandparent" and other such selfish thoughts. Rather than the culture today which encourages children to leave their parents' religion, Ambrose encourages children to suffer their parents expectations around marriage. Thus virginity entails many different kinds of martyrdom; far more than only the physical (the literal death of a few virgin martyrs, and also the physical act of virginity), it also includes the social (suffering bullying from parents, family, friends), the cultural (withstanding pressure from media, tradition, etc.), and the theological (pushing back against the cherrypicking of bible verses commanding us to multiply).
Virginity has always and will always be a very unpopular thing. The few places where it is popular, I find that it's gone horribly wrong. Around the time I originally started reading this book I watched "Boy Erased," which is a movie about a gay conversion camp. Such camps, in classic Protestant fashion, lack all the wisdom and moderation of the Church Fathers. Rather than encouraging an equality of virginity (and an allowance of marriage to those who cannot remain virgins), they fall into two deadly fallacies: they think homosexuality an especially evil sin, and they trust in psychology instead of theology.
The first is due to the earlier expectation of marriage and reproduction so common in the modern church (rather than, as Ambrose would argue, the correct view of marriage as the exception and virginity as the rule). I think the reason why we view marriage as the rule and virginity as the exception is because we're bad at math (and we're bad at math because of the popularity of relying on statistics). Often we think of norms as simply that which is most popular, which is how most trivial norms are established (for example, language). But Ambrose makes a bold claim: the minority position is the moral expectation, and the majority position is the exception. This is the way we should view all our morals, really, with the norm toward which we strive being the virtuous position, and the common, compromised approach being the exception. Though leftists are legendary in their inability to understand norms (see Derrida's "Limited Inc."), they do make one secondary point worth mentioning: what we consider norms often carry in their wake a moralizing effect. Because heterosexuality is overwhelmingly popular, and because people are bad at math and think that the most popular thing must always be the norm, this is why homosexuality is often seen as especially bad. In reality, it's no worse than heterosexual licentiousness.
The second is due to treating psychologically that which is a theological issue (as Ambrose wrote, "fruitlessly desir[ing] to drive away worldly things by worldly means"). These conversion camps attempt to psychologically repress desires rather than doing sane things like giving people something else to do instead. Ironically, these conversion camps are full of people struggling with the same sin, so it's basically asking for them to fail. As someone pointed out, make it easy for yourself to succeed. You can't get over smoking if you have cigs in your pocket AND your car AND at your desk AND... You don't have to live life on hard mode, you can make it easier for yourself! The easiest way to get past something compulsive is to, well, fill your day with other things. The answer definitely isn't to repeatedly shame yourself and fixate on not doing it (you'll do it even more often then). The answer is to find a suitable replacement which eases the separation. For smokers, they can fill their mouths with gum instead. For alcoholics they can drink coffee instead. As Ambrose implied, virgins can fill their need for connection with God. Of course these don't "fix" things overnight, but they are sane alternatives to the insane ways that modern medicine and capitalism team up with protestant churches to ruin lives.
The main point at which I think Ambrose stumbled was the ending, which encouraged suicide as a means to avoid losing one's chastity. He gave an example of a group of women who drowned themselves rather than being caught and possibly raped or murdered. Though of course it's an exceptionally difficult moral question to pose, I think the most disturbing part was how they ghoulishly twisted scripture to fit their religious fervor: "See the water, what hinders us from being baptized?" The footnote in the text helpfully notes that Augustine wasn't in agreement with Ambrose here, and I can guess why: his notion of physical versus moral virginity, which I mentioned above. Even if the women were raped (God forbid), they wouldn't be held morally accountable for that. All that that would have violated was their physical virginity, which is not as important as one's heart and soul, which is where the moral type of virginity lies. Ambrose here implies (without stating outright) that death is preferable to suffering a temporary injustice, which basically means he's justifying a lot of suicides. Because don't most suicides claim some sort of injustice done to them? Either by an uncaring universe or by those closest to them? Ambrose certainly makes some important points about the topic, but he's not perfect. Thankfully, like any good preacher, he points us back toward the only one who is perfect, the only example worth following.