I think it is propably necessary for a Trill to be bi-sexual. After all, the symbionts get implanted in the next available host, no matter who, so the symbionts have no choice of gender. That means that during their lifetime they get both male and female partners. As the host automatically gets all his symbiont's memories - and with them the previous hosts' memories as well - they would most likely freak out from embarrassement if they were 100% straight. Hence I think we may assume that the Trill host training also includes being very open minded in sexual matters.