Hiya! I'm NOT an attorney - but I am a paralegal here in Chicago. I obviously cannot speak to the specificity of the law in Colorado, but I can say, speaking as to your question (...'something that was sexual in nature had to have occurred otherwise it could have just been a robbery') - here's the relevant statute (IMO) below: And a bit of an explanation thereof.
STATUTE:
A person commits criminal attempt if, acting with the kind of culpability otherwise required for commission of an offense, he engages in conduct constituting a substantial step toward the commission of the offense. A substantial step is any conduct, whether act, omission, or possession, which is strongly corroborative of the firmness of the actor's purpose to complete the commission of the offense. Factual or legal impossibility of committing the offense is not a defense if the offense could have been committed had the attendant circumstances been as the actor believed them to be, nor is it a defense that the crime attempted was actually perpetrated by the accused.
IMO: The reasoning behind the attempted sexual assault charge is that he engaged in conduct that was a 'substantial step toward' the assault. What precisely that was, of course, is open to interpretation - although I think his (potential) attempt to remove clothes/grab at her/sexual comments made/etc would fall into this category easily.