Jasnah is, by far, one of my favourite characters in the whole of the Cosmere. She can seamlessly put away her emotions and think with a logical head and she remembers all the small details that others fail to piece together.
As for her sexuality, I find it plausible that she is hetero-, homo-, or even asexual. As a heterosexual, she might not see a man within her scope of intelligence. I personally wouldn't marry someone so far beneath me on the IQ scale that we couldn't have a decent conversation. As a homosexual, since the Alethi have no major issues with it, would she not have found someone already? Amongst all the scholars and females she works with surely one reasonably suitable woman fits her fancy? As an asexual, she obviously finds solace in her works and doesn't much require the close company of another person (though I'm sure she has a few people she confides in). I could also propose that she is a demisexual with little interest in meeting people who are beneath her intellectual level and thus she is still single.
Her cold and calculative demeanor is what I find so fascinating. Her logical pride. The way she has so perfectly made herself into what she is.
A theory of mine that has to do with her trauma that seems to be an important part of her Knighthood is that she could be a sociopath. She has little regard for human life and only a logical brain. She has feelings, she says, but rarely lets them interfere with her judgement. This is wild and inconclusive speculation, however, and has no real basis.