This is probably one of the biggest paradoxes between sex and Christianity. Lust and sex are bad. But it's also bad if you don't have babies, even though babies can only come from sex.
The Bible doesn't give very clear consensus about whether or not Asexuality is a sin or not. Beyond men having sex with other men, the Bible doesn't say much about sexualities at all. (Not that it really matters, because you shouldn't be basing all your morals based on one book anyway.)
I don't think any type of sexuality is a "sin", so long as you're not harming anyone with it.
No its not a sin. Remember Paul said "I would rather have you as I" meaning not married, which can imply no sex. If you don't have the desire or don't perform any sexual activities than that is not a bad thing, God may have given that gift (which for some people that can be a true gift) so that you can do his will without being tempted by sex.