Confirmed in Canon: Most Space Marines are Asexual

This theory has been confirmed in canon in the novel Soul Hunter by Aaron Dembski-Bowden. The prologue of the novel describes the transition of the Night Lord, Talos, into a space marine. One quick scene describes his early stages of genetic alteration as he stood naked in a room with many other initiates.

Newbie Notes: The Basics of Warhammer 40K Lore

Warhammer 40,000 takes place in the future Milky Way Galaxy, where the Imperium of Man controls most of the solar systems. In the brutal galaxy of cruelty and destruction, humanity has blasted its way across the stars in a never-ceasing quest to exterminate every single race that is not human: full-blown genocide, even against any non-hostile alien society they find.