Thinking about it, gender is more of an organic concept, and robots might consider it irrelevant to their nature. By extension, this means they refuse to conform to concepts of sexual orientation as they themselves have no genders. Of course robots reproduce mechanically, not biologically, so they may also consider sexual urges irrelevant. However, an artificial urge to engage in sexual activities might be programmed into the minds of robots, just like other human instincts and emotions. Going down this route, perhaps it is possible that robots have a concept of gender-identity preprogrammed into their minds, and as such they also have sexual orientations.
What I’m trying to get around to is:
How would you have sex with Splash Woman? The entire lower half of her body is that of a fish-robot.