I have never heard that before. Wasn't in his biographies. I don't know how anyone would know what all his apprentices looked like unless they were all identified. His sketches cover people of all ages and looks but most are rather ugly older guys. He liked sketching people with exaggerated and unique features.
Nothing in his sketches indicates to me that he had any interest in sexuality of any kind. Which probably explains why he was so prolific and creative. His mind was not distracted by lust.
The footnotes to the wikipedia article on Leonardo provide references for the sodomy arrest and the allegations regarding his apprentices.
You make a good point, though; Leonardo does seem kind of asexual. It’s certainly possible that his aesthetic choices were not his sexual choices.