They probably meant asexual as in 'lack of sexes', similarly used when talking about asexual reproduction

edit: Their other comment pretty much confirms this

I meant they reproduce asexually, not as sexuality. Asexually reproducing organisms tend to not really have a concept of biological sex because they don't sexually reproduce, there aren't males and females in a species like that, they just all lay eggs that develop as a clone of the parent.

I guess it wouldn't really stop them from having a gender identity but there aren't exactly gender roles for them to fit into so it's hard to say how it would work, probably similar to how NonBinary gender works with humans.