I may be misunderstanding him, but I think his problem with calling us "sexual beings" isn't that he thinks that we are asexual, but that the term suggests that our sexuality is all there is to us.
Yes, there is a sexual aspect to humanity. But that's not the only part of us. The term "sexual beings", IMHO, overemphasizes our sexuality.
We eat and enjoy eating. We even need food. So eating is a part of our humanity, the same as having sex is (more so). Yet we do not call ourselves "hungry beings" or "eating beings" or anything like that. Our consumption of food does not define our identities.
Of course human beings are sexual - that's how mammals reproduce, it's something most of us are capable of doing and it's something most of us enjoy doing. But it doesn't even begin to describe the totality of what it means to be a human being.
We aren't "sexual beings", we're "human beings." Our sexuality is merely one aspect of the human experience.