He’s not REALLY asexual, it’s just headcanon that a lot of CM fans accept. Generally people think he’s asexual / bisexual. The writers originally wrote him to be bisexual, but CBS being shitty as always said, “No that can’t possibly happen now, look he has a crush on his female co-worker!” because apparently the people making decisions at CBS don’t know shit about bisexuality. Maybe they think you have to date two people at the same time, one male and one female to qualify?
Anyway, Prentiss, when she was introduced was supposed to have a scene where she was in bed with a woman, but CBS stopped that as well. The show writers WANT to be inclusive, but quite frankly, CBS won’t let them.