Is it wrong to have a romantic relationship with someone you can't see yourself with forever?

Do you think it is wrong to be involved emotionally and sexually with a person if you can say you are almost certain you know you couldn’t marry them?

What if the other person knew that you felt this way?

I care deeply about this person – in fact she has saved my life and I am eternally grateful to her, but she is not someone I would like to marry. While we do have that emotional connection, a big part of the relationship is physical too. Do you think it is wrong for me to continue pursuing her if I feel as though we could never be married? For example if I thought that I knew I would end things at some future date, but enjoy our time together now.