Wellllll it's one of those things that is subject to interpretation.
First consider that canonically (which is to say outside of minigames and substories), Kiryu has only pursued two women in his entire life and there was never any implication of sex between them.
As for Yakuza 0, consider that Kiryu is still barely an adult (twenty years old) which may be too early for him to self determine his sexuality. He may be doing these things because he thinks they're things he should do at his age. Going through the motions, as it were.
Honestly, it's like asking if Solid Snake is asexual. We just aren't presented enough material in the canon to make a determination one way or the other.
EDIT: Oh and I see that while I was typing this up, Solid Snake came up anyway.