It was always rumoured that Jimmy Savile liked little girls (that's little girls Nordic, not little boys) but I never heard about muscle men. He was a wrestler once, so who knows what tickles his fancy.
He's never been married or even associated with any women from what I can remember.
He's a crazy old eccentric, a legend in his golden tracksuit.
If you ever get a chance to watch When Louis Met Jimmy with Louis Theroux, then do so, it's a right laugh...