Before Al Ewing took over writing the Loki character for Marvel, the character had recently been aged up from the childhood version of himself that had been the most prominent in the Marvel Universe at that point.
The new, older character was more expressive in his sexuality. In Young Avengers, he had prominently outed himself as pansexual. And had emphasised his genderfluid nature.
In his own comic, Loki Agents Of Asgard, that wasn't quite as emphasised. Al Ewing expressed his intentions on Tumblr, saying,
"Yes, Loki is bi and I'll be touching on that. He'll shift between genders occasionally as well."
Though that post, and his Tumblr account, are no longer active,
However, I understand that Marvel PR killed an interview by a high profile mainstream website with Al Ewing for the launch of that series, that focused around the character's "queerness".
Since then, although the character has continued to switch gender, depending on the story, his more fluid sexuality has not been explored to the extent that was previously suggested.