I think your friends view your asexuality as a challenge to be overcome. However much you talk about it and try to set expectations etc would not work until you tell them that this is not a dare, and not a challenge to overcome, and not a way to score points where nobody before them could.

Some people want to feel better about themselves by overcoming unusual challenges.

I will give you an example - I have very poor spatial intelligence and cannot parallel park. The steps involved in parallel parking are just completely overwhelming to me.

In the 1990's, 4 guys tried to teach me how to parallel park, to no avail.

In 2013, I used to park far from where my then new boyfriend then lived (two "thens" ). When he wondered why I parked so far, I explained that I was looking for a spot that was immediately by a driveway so that my car would not get locked by parked cars from both sides because otherwise I would not have known how to leave the parking spot.

He wondered how I go to the city (SF). I said that I take the train - I do not go often and when I do, I take the train. The idea of parallel parking on the sloping, steep streets of San Francisco is completely daunting for me. And I said that 4 people tried to teach me, to no avail. He shrugged this shoulders and accepted the info. He is very smart.

At about the same time, I reconnected with a former friend from many years ago and he wanted to have a relationship with me, but I did not. He invited me to a restaurant and then after the meal walked me to the car - a very far walk, for the same reason - I looked for a parking spot before a driveway. He wondered why and immediately wanted to teach me how to parallel park in 5 minutes. He is stupid - if 4 guys were not able to teach a woman how to parallel park, the problem is within the woman and you do not try to become better than those 4 unlucky guys; you do not take the situation as a dare.

I expect that your guy friends view your asexuality in the same way in which this stupid guy viewed my lack of spatial intelligence - as a dare, a challenge to overcome, something that would give them points where nobody before them was able to score points.

Does it ring a bell at all?