If you had all asexual reproducing things swimming around. Developing the needed parts for sexual reproduction would take quite a few "random mutations", none of which would have a beneficial side effect until the point where they were fully developed. They would still have no benefit until another of the same species also developed the sex parts, only opposite (female or male).
According to Natural Selection, the sexual parts that started to develop would, for many many generations, give no benefit.
these seem like some relatively complex "random mutations" to happen to one member of a species. Then mutate again into the opposite sex, either another member of the species, or one of the descendants of the original guy that got the then useless sex parts.
The fact that there are species with both sexual and asexual reproduction does nothing to prove sex evolved. Call me when we can find a species that reproduces via asexual reproduction only starts reproducing sexually.