The link is not "clearly sexual" it's intimate. Solids would of course confuse the two, but linking is not sexual intercourse.
I don't know if this is addressed in canon, but I don't think Changelings have genders. I think they just appear that way to solids to make it easier for us to interact (and, more specificallt, because Human actors have gender.) I also don't think procreation was specifically addressed either.