That, my friend, is a question that we'll never be able to answer.
Lu Bu could have had sons, but who all died in infancy and we never found out about them.
Lu Bu wouldn't have had a gazillion concubines, either, since you have to be (a) pretty rich, and (b) pretty stable, and (c) have connections in order to marry/support multiple women (generally speaking, anyway), and Lu Bu wasn't any of that.
Furthermore, while there are cases where a girl marries a man out of her own free will, generally marriages had nothing to do with whether the couple loves each other. (And don't forget Dong Zhuo already forced a bunch of women into his harem...)
And on top of that, even in this day, many couples try to conceive but can't, and it's not always certain why. And there were no fertility clinics back then (and even today fertility "treatments" don't always work).
"Whatever you do, don't fall off the bridge! It'll be a pain to try to get back up again." - Private, DW 8