What not to say to someone if they tell you they are asexual

No. Asexual reproduction is separate from asexuality. Asexual reproduction is a part of the biology of some creatures. Humans cannot reproduce asexually. Asexuality is a sexual orientation. Sexual orientations describe who you are or are not attracted to; they do not in any way describe a person's behavior.

"I wish I could be asexual!!!!! Life would be so much easier. Sexual frustration is the worst"
It's not always easy to be asexual. Many asexuals have to deal with harassment, people not taking your experiences seriously, and being told you have a mental disorder. And being asexual does not mean not liking anyone. You can be asexual and like people romantically. Being asexual may mean no sexual frustration, but it does not get rid of romantic frustration.

"After a night with me, you won't be asexual anymore."
If you say this, you are suggesting that a sexual experience with you is so magical that it opens a whole new world of sexual attraction to asexuals. This is demeaning and it is also a form of harassment. Having sex with someone cannot change your sexual orientation. Sexuality can be fluid, but having sex with one person does not mean that from then on you will feel sexual attraction. Behavior is not the same thing as attraction. You know who you are sexually attracted to before you have sex with somebody.

"Don't worry! You just haven't met the right person yet!"
This is similar to the point above. Suggesting that an asexual person will meet a "right person" who will change their life so much that they become sexual is seriously flawed. Also, there is an element of pity to this, feeling bad for someone because they cannot feel sexual attraction. Asexuals are not to be pitied, just as anybody of any other orientation should not be pitied because of their sexual orientation. This statement also suggests that the only right person for an asexual person is a sexual person and that the only healthy relationships are sexual. A romantic relationship can be perfectly healthy without having a sexual component.

"Don't knock it till you try it. You can't be sure you're asexual until you've had sex. You don't know what you're missing."
This suggests that somebody's lack of attraction is invalid and they need a sexual experience to be sure of their orientation. Some level of experimentation can be good for people who are unsure of themselves. People who are sure of their identity don't need to experiment with possibilities, as, for them, there are no possibilities. Keeping an open mind is good, but engaging in sex can be harmful and even traumatising to sex-repulsed asexuals. Saying this also makes it sound as if you think you know the person to whom you're speaking better than they know themself.

"But you've had sex! You're such a liar."
Just because someone has previously had sex does not mean they were attracted sexually to the person they had sex with. As mentioned before, attraction is not the same as behavior. There are several reason an asexual may have sex, such as wanting to please their partner, wanting to take care of their libido, or to have a baby. This also brings about a double standard. If someone comes out as asexual, they are told to try sex first. If they do try sex, they are told they are not really asexual.

"You should probably see a doctor about that."
Asexuality is neither a mental disorder, nor is it a hormonal imbalance. Suggesting that it is a mental issue implies that all humans are sexual and being nonsexual makes someone broken or not whole. The lack of attraction does not make anyone less human than a sexual person. The lack of sexual attraction cannot be attributed to hormones. However, a very low or nonexistent libido can be connected to hormonal issues, and if you have low or no libido, you should consider telling your doctor about that. 

"A life without sex? That sounds awful!"
Happiness and success do not revolve around sex. Asexuals are just as capable of living fulfilling and successful lives as sexual people. Please don't pity us just because we don't feel sexual attraction and many of us don't have sex. There are so many things in the world besides sex and asexuals can make full use of those other things. We are fully functioning people and it's insensitive to act as if our lives are the shadow of a real, full life.

"Did something happen to you when you were a kid?"
Sexual abuse can definitely make someone nervous or repulsed by sex. It is not likely to stop someone from being able to feel sexual attraction. Someone who was sexually abused can be asexual, but they are not asexual because they were abused. Sexuality is not a result of sexual experiences.

"Come on. You're not actually asexual. I know you're actually gay."
Saying that asexual people are really closeted gay people implies that the only sexual orientations are gay and straight and that asexuality does not exist and is merely a way for someone to dip their toes in the water to identifying as a sexuality other than heterosexual. Again, saying this makes it sound as if you think you know more about a person's sexuality than they do. Suggesting that all asexuals are closeted and gay is erasing an entire sexuality.

"That's not natural!"
It's just as natural as any other sexual orientation is. 

"I can't imagine how difficult it will be for you to resist temptations, but it's good for you that you're saving yourself until the right time!"
Asexuality is not the same thing as celibacy. Celibacy is a choice to remain a virgin until a certain time, to repress one's sexuality and ignore urges. Asexuals do not have a sexuality to repress and urges to ignore. Many asexuals are abstinent, but not because of a decision to "save themselves" for marriage or some other specified time.

"I went through that phase too. Don't worry, though. You'll get over it."
For some people, they may have an asexual phase in their life, as sexuality can be fluid. However the majority of people who identify as any sexuality are not going through a phase, and the same is true of asexuality. If you feel you are going through an asexual phase, you might be experiencing a significantly decreased libido and not understand exactly what asexuality means. Asexuality is the utter lack of sexual attraction, and if you ever experience sexual attraction, even if you hardly ever do, you are not asexual. (Note: if you hardly ever experience sexual attraction or only do under certain conditions, you may not be asexual, but you can still be on the asexual spectrum.)

"Why do you even need to tell anyone? Your sexuality is your business."
While you might mean well by saying this, it's still not a good thing to say. Asexuals tell people that they're asexual because not many people understand what asexuality is, and by raising awareness that asexuality exist, it raises the understanding that if an asexual person needs to tell someone (usually a person close to them) that they are asexual, they are less likely to have their identity invalidated if more people recognize asexuality as a real sexuality.

"Why do you need to label it? There's too many label names these days."
A person who is gay/lesbian or trans* are provided labels, so others can be aware of or identify with their experiences and the minority group do not feel so alone or isolated. This is why asexuality has a name. Saying something like this is like saying that a spork doesn't need a name because there are too many names for utensils. A spork is largely identifiable by its name. It is just the same with asexual people, homosexual people, bisexual people, or any other distinct group of people that have a name for others like them that they feel comfortable with. If a person is comfortable with identifying as asexual, that is up to them. Someone else's sexual identity should not be making others feel uncomfortable.