Odo has no biological sex. He's a puddle of goo that is part of a large collective goo puddle. Any sex with Odo would be simulated, or at best, that 'cover you in goo' thing he's done.
Just the first one stubborn and bull-headed enough for him to get the hint.
Me, as a flesh and blood human with all the expected life experiences by age 15, could not figure out that when a girl wanted to play "the awkward game" (try to make your "opponent" feel awkward and bail on whatever is going on, you win) and she took off her bra, pulled it out her t-shirt, threw it at me, then straddled my lap, that she was trying to up her flirt game (which she had been steadily increasing for awhile apparently) .
Instead of picking up on the hint, I bailed because that was way too much in front of other people. Didn't find out she was literally throwing herself at me until a few years later when a mutual friend told me she broke down in tears after that because she thought I hated her or thought she was ugly (super pretty but middle-eastern in post-2001 USA, so a lot of issues stemming from looks)
I figure if that's something I could miss, what chance does odo have, given the circumstances of his discovery/raising?
He's excellent at observing other people, that's the problem. He is completely oblivious when it's directed at him because the behavior defies his expected patterns. That's my supposition, at least.
Personally my headcannon has always been that Odo was Ace, and eventually through enough immersion in normal (ish) society, and not just a science team on a slave-run ore processing station, he figured out interpersonal relationships enough to develop (or recognize, I think) his romantic feelings for Nerys.
Although I feel like he could have gone either way in his romantic life. If there were someone who acted just like Maj. Kira, but male, with their same history, i could see Odo going for that too.
His only reference for things was the relationships he saw, which from what we saw in the show (in a very 90s RICK FUCKING BERMAN way) the majority of relationships we knew about were heterosexual, therefore Odo would be more likely to see it as desirable to fit in with the largest crowd.
The real question is whether he questions it later on or not.
Also, being what he is, do you think later in life he would begin questioning his identity and his status, thus resulting in a(n) (a/bi/pan/etc)sexual female/andro-presenting odo?
For how strict and conservative he acts, I feel like he is enveloped in a hetero male representation, but it can take one right partner to switch him to the dark side, hehe.
He does spend an awful lot of time hanging around Quark... Thinking about Quark... Being alone with Quark in dimly lit cargo bays or deserted hallways...
Sure, Odo. It's for your investigation. Say no more. Wink