You guys, I read your discussion and I had to get on it, I just registered and this is my first post! I forgot how much I loved the Vorta, and I'm glad I wasn't the only one wondering about their sexuality (or lack thereof). Speaking of Kilana though, Va-va-VOOM Vorta! Good thing she wasn't dealing with Kirk or pre-beard Riker, because you know they would have been way too distracted to negotiate, thinking about hittin' that. And of course, somewhere, Dukat is thinking "Damn, the Dominion had HER and they sent me Weyoun? No fair!"
But regarding the Vorta and sex, we know at one time they reproduced the old-fashioned way, as Weyoun told the story to Odo in "Treachery, Faith, and the Great River" about how a family of Vorta hid a Changeling from a group of Solids. Whether they are still capable of sexual reproduction or are even able to feel/express sexual desire is something the series never made clear. We knew that they were aware of sex and would not hesitate to use flirtation along with other forms of flattery as a negotiating tactic, as witnessed by Kilana's initial attitude towards Sisko, but I also assumed the Founders did their best to eradicate any sexual desire from the Vorta's genetic code. Like you guys have said, they were made in two genders to resemble other "solid" species and put them at ease, but the Founders wouldn't want them being seduced by other species or even having sex with/falling in love with each other. It would distract from their devotion to their gods. But ... *spoiler for books coming, stop reading now if you don't want to know*
I just got the DS9 Millenium novels, and in the last one, it's reveal that one of Weyoun's clones once had a romantic relationship with one of Kilana's clones! Now, I don't know if the books are considered cannon, but there it is. It's only mentioned briefly, so they don't elaborate on if this "romance" was something illicit that would have been forbidden by the Founders or not. I just found it very interesting, especially considering I'm writing a fanfic in which these two character have a relationship. Just something to think about.