It was always said the Vorta were cloned. But I'm not 100% if ALL Vorta were cloned. If they do have sex, it's not for desire, merely to procreate. I would imagine the Founders would maintain sexual procreation just to keep a diverse gene pool that wouldn't be available just from cloning every single Vorta. I think Weyoun was a pretty special case for Vorta. Usually if they died, they just died. But Weyoun was an important one, so they kept copies of him.
I guess we'll never really know for sure.