After the first season I was wondering about it. He even has some relationships with females but doesn't seem to exactly be interested.
Due to his complex relationship with Miyokichi and Sukeroku, things get a bit blurry (and even more so after I find out the author is experienced with the BL genre).
And even after the last episode in the 2nd season:
where we get the possibility that he's still engaging sexually with young females
I still have this doubt: is Bon heterosexual, bisexual, homosexual, or asexual?