Just to add my thoughts here, because I have found this thread to be an enlightening insight into asexuality and I hope I will be more considerate in future if someone I know tells me they are asexual.
Because the parallel I am seeing is similar to my relationship with alcohol. I don't drink. I don't see the attraction. But in most social activities alcohol is seen as being core to the experience. "Come on, everyone likes to have a drink. How do you know that you won't like it unless you try it? You can't have fun without having a drink. Come on, be sociable." I feel that I am not welcome in a society that eulogises alcohol in this way, and that has brought it's own anxieties and can often be an isolating experience.
Now I know there is not an exact parallel between asexuality and teetotalism. For starters, teetotalism is most certainly a "life choice" as opposed to your sexuality. If I am reading the situation incorrectly, please let me know and I apologise unreservedly. But if you think the parallel holds then I guess it might serve as a prism to understanding asexuality and its assorted anxieties.