Because, y'know, I write one, and he's sort of maybe in the process of discovering his sexuality. Also there was that whole thing with him in the Badfic Game. And it's an interesting thought experiment!
Beware: I'm thinking way too hard about sexuality in an alien species from a YA series. Continue at your own risk.
So. Andalites. Sex. How do they? Assuming mammalian reproductive anatomy, because it's easier and there's no canon information to the contrary (why would there be?), we do know certain things that provide clues, such as the fact that they used to live in herds, but after finding out crowding together in big cities was a bad idea, they tore those down and went (back?) to living in family scoops, with just one nuclear family unit per scoop, IIRC. They appear to be monogamous, which fits with the pattern of living in nuclear family units rather than in large social groups. We know they're rigidly hierarchical, though that could be more cultural than biological. We know there is some fairly significant male-female sexual dimorphism, with the males being larger and stronger, and sporting impressive weaponry that can only be for defense or for male competition, since they're grazers. The latter is my bet; it fits with everything else, and I don't recall what they had in the way of natural predators, though I'm pretty sure there was something.
I can guess that, as a former prey species, copulation would likely be brief and to the point. With competition between males determining exclusive access to a particular female, there would be no need for a ton of sperm to compete with other males' sperm, therefore no need for large gonads (they could very well be internal; no one ever comments one way or the other, AFAIK) or a fancy penis, or for more copulation than is necessary to conceive. Andalites are not as social and don't congregate like we apes do, so no socio-sexual behavior.
We know they can and do work together in groups, though, for military purposes and probably others. They have friends. They can empathize with others, even others not of their own species. Maybe this is easier for juveniles than adults, an echo of something like a bachelor herd with a bunch of young bucks running around together until they break off to mate? At adulthood, their rigid social structure likely functions to keep things running smoothly between individuals who would otherwise prefer to have their own space. They're given a psychological territory to occupy rather than a physical one.
We never meet very many female Andalites, do we? Hard to say much about their fertility, whether or not they have a heat cycle, or anything like that. I think it would fit that they would have one, though, and would only be receptive to sex while fertile. If you're strictly monogamous and only mate to reproduce, that's all you need. Andalites ritualize everything, too, and I think that would fit in well with sex being for babies, not for fun. (That doesn't rule out other expressions of affection between cycles, though; palm-kissing and whatnot.)
Anybody want to wander down this crazy fan-theory rabbit hole with me? Who remembers things that I don't to expand or poke holes in my ideas? {= D
~Neshomeh