Islam is a religion of reality and not that of the assumed paranormal activity that leads to nowhere.

Jinn are a world on its own and the area that relates to us is very limited and indeed it does not include a place for such relationships!

There is a dispute among scholars if such a matter can even happen in the first place.

I advise you to clear your mind from such thoughts and free yourself from this stressful burden.

So, yes it is haram to keep wishing a marriage with Jinn for it will harm you mentally and will cause you to be stressful all the time.

Now, having an interest to study such thing in the proper manner and be educated about it is allowed on an academic level.