While not as extreme as you I can understand what you're going through. I feel no sexual attraction, but have romantic feelings still. When I married my husband I was told on an internet forum (my sexuality or lack thereof happened to come up) that I had no right to do so.
So I'm here to say there isn't anything wrong with being asexual, just as there isn't anything wrong with any other kind of orientation. It is legitimate, it does happen, and as far as religion is concerned most holy scripts say that God made all of us. And that means all of us as we are.