Yes, let's look at Matthew 22.
28 Therefore, in the resurrection, whose wife of the seven will she be? For they all had her.”
29 Jesus answered and said to them, “You are mistaken, not knowing the Scriptures nor the power of God. 30 For in the resurrection they neither marry nor are given in marriage, but are like angels of God in heaven.
Jesus is asked by the Sadducees about the resurrection and how marriage HERE ON EARTH pertains to when those PEOPLE FROM EARTH go to heaven or are resurrected.
He says they don't marry, not that they are asexual. So the angels likewise do not marry in heaven. If angels are asexual, how is it they were men with Abraham? How is it that violent homosexual men wanted to have sex with them in Sodom? Obviously they have the body parts when they take human form. If they can eat with Abraham, then their body parts worked like ours also.
I know of no place in the Bible that alludes to lack of male or female identity when we go to heaven. We do get new bodies, but that is it.
Even if we are asexual in heaven, it stands to reason that while on earth we are male and female and change when we pass into heaven. Why would it be different for going the other way? Jesus was male as a human. In Genesis 3:8 And they heard the sound of the Lord God walking in the garden in the cool of the day, and Adam and his wife hid themselves from the presence of the Lord God among the trees of the garden.
Jesus, in pre-incarnate form (Lord God), walked in the garden making sound, and had a presence which Adam and Eve hid from.
Jesus called the omni-everything God of heaven, Father. Not Indeterminate Parental Unit. Nor generic "Maker" or "Creator".
Jacob wrestled with the Lord, who took the form of what? A man. Jesus was apparently not a good wrestler, since He could not make Jacob give up.
Question may be, "Why would God allow this?". Why does He allow bad things to happen? I think we know why. We need challenged to become more than we are. Growth will not take place without shtuff happening.
All angels in the Scriptures are MALE. There are no female or children angels. I understand that is hard for some to accept and believe me, I did not have anything to do with it. All I am saying is that there is NO record in Scripture that supports female angels.
YES, the pre-incarnant Lord Jesus came in the form of a man. I am not sure of your point here on this.
The fact that they do not marry eliminates them from sexual activity therefore it seems to me that they must be Asexual.
The angels that came to Sodom were obviously men but there is no record of them displaying their genitilial to the men in Sodom so that really is a mute point I think.