Hmm, there are actually two questions implied, and the answer to them may not be the same one.
On the one hand, there is the question about Lillian's sexuality. On the other hand, there is the question what that means for her relationship with roomie, and how it will develop. But lillians sexuality may not actually matter for how she and roomie treat each other. That's because both have a very special relationship, and its base isn't sex. Sure, it may in the future include sex, but it may just as well happen, that either of both (yes, even roomie!) may decide to keep it out. Actually, i could imagine that if lillian would offer sex, roomie could flip out and actually be frightened. Again, as for the why, consider why they stick together for now, and why currently no one else can give roomie that.
Also, consider that the comic as much deals with polarities, as it deals with fusion and "just me". Currently, roomie and lillian are kinda opposite polarities (just like their "kids" ironically). Even though, they've begun to get closer to each other in mentality, they may decide to not actually get close enough for sex, and instead keep the "each complements the other"-setup instead of starting to fusion.
On the other hand: No sexual relationship.... or even a relationship that only "sometimes" involves sex (so, sex just being a bonus, not a neccessity).... doesn't mean that it cannot develop more intimately from here. I mean, its a bit as if people only consider the options "she won't touch her evar" and "they someday will go at it like rabbits". For example, lillian so far has refused to even just cuddle! They could decide to go as far as loving each other mentaly as well as materially, yet stopping short of outright sex (or as i wrote above, just sex as an option sometimes, but not a neccessity).
What i do know however, is that it would be quite a bit of a downer, if they materially wouldn't get closer at all. That would be like a yearlong tease, without anything coming out of it. Sure, it may not be sex, but heck, if they won't get to at least kiss and hug each other openly, without any pretense or joke, but just honest "i like you, a lot", that would make the whole "direction" of the comic, since years, just a long tease with no substance behind it.
As for lillians sexuality. I have no idea at this point. She just seems to not care. Maybe she just never explored, maybe she actually doesn't care about sex (This would fit with roomie and lillian being polar opposites. Though, it does not automatically mean that she cannot appreciate bodily attention, just like a young kid may like attention in a nonsexual way).