Just to clarify: I used to headcanon Loki as greypanromantic asexual (but really thought he could be biromantic, omniromantic, polyromantic, panromantic, abroromantic, or any other mspec label and just chose panromantic so that I wouldn't have to keep saying bi/pan/omni/ply/abro or mspec). Kate Herron, director of the show confirmed Loki is bisexual after the latest episode aired.
I still see Loki as greyromantic and asexual. And, honestly, there's nothing that says I have to agree with canon. Technically before the show aired, it could be argued Loki was either canonically straight or the creators would never care enough to confirm his sexuality as anything other than heterosexual and would treat him as straight. So, I honestly don't care what they say. Loki is more comfort character for my asexuality and demiromanticism. So I will continue to headcanon him as greyromantic and asexual.
I will acknowledge him as bi though. Like I said, I saw him as mspec and kind of just chose an mspec label. I really didn't care that much and couldn't decide which one he felt like, so I chose one because Tom Hiddleston referred to Loki as pan a few years ago. But now that Loki is confirmed bi, I don't have to decide a label.
TL;DR: I headcanon Loki as greybiromantic asexual.