I can't argue that after the Amon/Tarlok end game that little should surprise us with the show, though nothing quite as shocking/intense has happened to match it in the following seasons either. I'm not saying I am for it (or against it) or anything like that. IF it did happen though, even if it's just one sided from Asami, then it would be a big deal if only because I can't think of anything close to a publicly stated same sex romance in an American produced cartoon. In SUPERMAN:TAS you had Maggie Sawyer and if I am remembering correctly, they had her life partner in one episode, but were coy about her relationship. They never just flat out said what she was to Maggie or were explicit that they were a romantic couple. On WOLVERINE AND THE X-MEN they were equally coy about Domino and Rogue. If you look at that show it can easily come across as if Domino is in love with Rogue, not just a deep friendship. Again, it's not explicit as to Domino's feelings but they sure seem like more than passing friendship to me and others. Even if it's just Asami saying, "I care for you as more than a friend Korra... More than I ever cared for Makko" with no reciprocity from Korra, that would still be something I've never seen in toon like this in America.
I also wonder why this is controversial to a certain degree, given the context of the subject matter of the show. The Avatar is born into both genders after all. Korra's past lives have been with both men and women, so... yeah. In a way, she's kind of already bi-sexual. Her past lives were in love with both genders and if the idea is that those aspects of the spirit live on then something in Korra is indeed capable of loving someone of her own gender. Again... I'm not pushing for it, and as of right now, they seem to keep showing Asami, not Korra, with this overly protective nature about Korra's well being that is interesting to note. But if they went through with it, I dare say it would be a first in American animated franchise fare.