From my experience, a lot of them prefer white men which is a bit odd because white gay men almost always prefer their own and if they do date a person of another ethnic group its usually Latino Men (usually the white or white passing ones) or Middle Eastern men since those are the only two ethnic groups that are genetically related to Whites.
My ex best friend was Japanese and it always confused me when he would tell me how asian men are unappealing and how white men are the most beautiful beings on earth. As a white man myself I sort of took that offensive because he was dismissing an ENTIRE race of people and what makes it worse, he was dismissing his OWN people for a white man. I cancelled our friendship when his ex white boyfriend broke up with him and ended up marrying a blue eyed blonde haired puerto rican man. He then proceeded to say that Latinos are lazy, take up jobs and come to the states and Canada illegally "aggressively". I was so shocked because he was a very sweet person when I met him back in college but it goes to show, you never really know a person and eventually their true colors show. I told him I cant be friends with someone who has extremely self hate issues to the point where they degrade their own people and other groups of people just for white approval. It's actually disturbing.
What confuses me is when they scream "Racism" and how its unfair that white men reject them yet some (not all) reject their fellow asian brothers and definitely don't even bother dating blacks. The only minorities I've seen them date are usually Latinos with European phenotypes like Ricky Martin. I have seen some asian/black interracial relationships though usually in the San Francisco area. There's nothing wrong with interracial relationships obviously, Love is Love but it becomes a problem when you're using your white spouse as a "trophy" to gain access to white spaces and white approval.
Not generalizing though, I know many asians who prefer dating their own and have pride in their culture.
We as humans need to evolve and understand that its impossible for you not find at least ONE person of a specific race attractive. There are beautiful men and women in each race and to dismiss them entirely just shows how primitive our ways of thinking can be.