it wouldn't bother me personally, since i'd wait until marriage. the problem with her being asexual is that she theoretically has no interest in sex, and she never will, even after marriage. has she told you she's asexual to your face? i mean, i personally don't believe such a thing exists, but a lot of people are saying they're asexual these days. must be a fad or something.
i think you know what your choice is, but i'd talk to her first before doing anything rash. she may call you selfish or ignorant, but responsible sex is an important part of being a couple. it's that physical bond, you see.