i don't believe he is uncomfortable with sex. rather he has lived for such a very long time and thus is unphased by it. similar to how there's this presumptuous notion that older people would be mind blown by sexual topics when in actuality they've seen all that and more.

sure, part of the stereotyping may be due to older people being more inclined to be devoted to christianity but asterion would be even further away from that given greek mythology is all sorts of kinky

I think he's fairly comfortable with sex - but is unwilling to talk about it or participate in it until he has gotten to know someone (MC) well enough to trust them. I also feel like it is meant to be very clear that Asterion is gay, although I could be wrong about that. 

I don't think you're entirely off target though by saying he needs to have a connection for sex to happen, I just don't think his reason for that required connection is because he is demisexual, but instead because he has been so poorly treated for centuries. So, he needs to fully trust someone (MC) before he is willing to be in any way vulnerable, particularly sexually.