And you never see him gawk over girls in the way you'll see Yamcha or Krillin. He certainly isn't sexually attracted to girls as a boy, as he couldn't even tell the difference between boys and girls.
I think there's definitely strong reason to think he is asexual. However, I think there's a lack of clarity between whether Goku is heterosexual or asexual (meaning he's not sexually attracted to anything). There's really no reason or evidence to suggest that Goku is gay, obviously.