Kaldur actually existed on the show before he was brought into the comics and he was depicted as heterosexual on the show (though I recall Weissman saying something in an online conversation suggesting he was bisexual). But yes, his comic counterpart didn't really have his sexuality explored. There's a scene where he and Lorena are watching Arthur and Mera make out and Lorena warns him against getting any ideas but there's no indication he's even attracted to her.