I'm Hebrew, and thus my people, the Jews, have no belief in Jesus as the Messiah.
It's odd that as a Jew I know the Scripture text that claims that Jesus was indeed tempted with sex. Sure, I learned it when I was a Jehovah's Witness, but the interpretation by other Christians is the same. The Christian text of Hebrews 4:15 states that Jesus " was tempted in every way that we are, except without sin."
Therefore Jesus of Nazareth, according to Christian tradition, was indeed tempted with the same sexual temptations common to others. How this text was missed by people who are supposed to be fully educated in the Bible's contents, enough to either reject or accept it, especially after having had it hammered in them by the Watchtower (they commonly cite and quote this text), is curious. It's been decades since I was a Witness, but I still remember where that text is.