I would like to contend what is moral and what isn't. Could you provide me with one reason why sexual activity is 'immoral'? Such 'morals' are in my opinion immoral'. Sex is a human thing, and as you seem to have realised partly, it is both sensually satisfying an emotionally if you are involved romantically with that person.
Morals are surely what is good. What is 'good'? In my opinion, aesthetic, sensual, emotional, and intellectual satisfaction.
I can only look upon someone who is asexual as strange, so I can give no advice regarding that.