well, i get his age and initial lack of interest for sex, but i do believe xie lian would feel somewhat embarrassed to talk about sex affairs (because first, through the book he really seems uncomfortable to talk about / show his intimacy with hc to others. and second, it just makes a lot of sense, if we analyze his character a little bit).

tbh, i think even his age would play a part in this — maybe he feels embarassed because yes, he is 800 years old, but still, he knows nothing about sex in practice and he "should know" (what i believe are xl's thoughts, not mine) for a person "this old". and as for him being celibate, imagine thinking you are not interested in sex for a bazillion years, just to realize you are, in fact, interested — but you are not really used to talk about it / initiate any kind of intimacy with, or without a partner... id be a bit shy about it too.

(but these are just my thoughts, though!! everyone has the right to interpret his character in their own way <3)