If anyone has paid any attention in Biology class (which, judging from the conditions of public school systems in America, doens't look too good): technically speaking, this response wouldn't be incorrect.

To be "asexual" in biology largely refers to having no sex (as in "gender") or sexual organs. Literally, it's "a-" ("without") "sexual" (pertaining to gender).

I see that nowadays, with the need to classify and define one's sexual preferences, "sexual" refers more to the act of copulation rather than the genetic assignment of male-female attributes. So, either term is "correct" (if only due to common usage).

Either way, I think the only reasonable response is to shrug and say "okay". It really doesn't bother me what you do (or do not do) in the comfort of your own privacy, so long as it doesn't hurt anyone else in the process. Whatever floats your boat.

If I was a-sexual,and some dimwit said this to me,I'd tell them :"You can,too-GO "F" YOURSELF"!!!