Yes, he is. God is Asexual as he does not have a need to reproduce. He does not have a gender or sexuality. He is a higher being who does not need or want these things. Jesus was fully human, Allowing god to Experience what humans experience. The pain of losing a loved one, Temptation, and even death. Jesus was a perfect human but he was not without Trials and temptation. He knows how we feel. But God in his heavenly state. Do not feel these things. He is all-understanding yes. But He does not NEED to utilize human feelings or construct as he is of higher consciousness and power.
He has no gender
He has no sexuality
He has no ethnicity
He has no human limitations