In the aforementioned Loki: Agent of Asgard storyline - the one in which Loki alternated between being male and female - the character was confirmed to be bisexual. Writer Al Ewing said:
Loki is bi and I'll be touching on that. He'll shift between genders occasionally as well.
The gender switching aspect of Loki's character was something that he was shown to be able to do at will and essentially enabled him to explore his bisexuality as he pleased. If he was attracted to a straight female or a gay man, he could stay in male form. If he was attracted to a gay female or a straight man, he could change into his female form. Essentially, whoever ended up getting jiggy with Loki was potentially being tricked - which is actually a very dark concept when you think about it (not that you should really expect anything less from the God of Mischief).
