I looked into it, and anything sexual is only slightly implied at best. Asellus' whole scenario involves lots of gothic elements where death and sex are closely tied together (think Bram Stoker's Dracula or the works of Poe), and none of it is played up as lesbianism. I could easily say (and I think it more reasonable) that Asellus' ruling over "princesses" is a mere obligation required of her as the one who overthrew Orlouge. It's merely unusual titles for the sake of keeping titles, not a harem. A queen can rule over princesses without pursuing sex with them.
Also, the thing about Orlouge's blood is mere speculation on the part of fags who see faggotry in everything. One could just as easily speculate about Emelia being a lesbian with her two friends based on her "bad" ending.
Not every cigar is a penis; not every princess is a concubine.