I tend to see Zhao Yunlan as... gosh, I may be using the term wrong, but demi-romantic? That he's just never been in love with anyone, never had any crushes, nothing. Sure, he likes people okay, and sex can be fun, but his heart is a compass that's never pointed anywhere.

Until he meets Shen Wei, and for a while he has no idea what he's feeling (or what to do with it).

I don't necessarily see that as a lack of sexual interest, but I could see him giving up on sex at some point because having to extract himself from the emotional attachments gets to be too much trouble.

(Whereas I read Shen Wei as someone who had multiple heavy crushes at various points, but Kunlun was the first person who returned his feelings.)

edit: definitely using the term wrong, whoops!