Sometimes men just don't ejaculate. It's often due to their feeling nervous, uncomfortable, tired, etc. So that part isn't too uncommon, unless the scenario that you described becomes the norm for you. If that happens once in a while, however, I would say it is no big deal.
If you have a problem with incontinence, however, you should talk to your doctor. Urinary incontinence can be caused by a few things, including obstruction to flow, some medications, damaged muscles, the bladder not contracting correctly, and others. Your doctor might be able to help you manage that or see if there is something a little more serious at the root of it.
If the not ejaculating issue is a common one with you, I am not sure if it could be related to the urinary incontinence or not. I do not believe that the two are usually related, but I certainly can't say that it's impossible. You should ask a doctor about the incontinence anyway, so you can always mention that part too just in case.