Is it implied that interaction with shared data in asio-style is an Active Object? i.e. should mutexes be avoided?
Starting at the end, yes mutexes should be avoided. This is because all service handlers (initiations and completions) will be executed on the service thread(s) which means that blocking in a handler will block all other handlers.
Whether that leads to Active Object seems to be a choice to me. Yes, a typical approach would be like Active Object (see e.g. boost::asio and Active Object), where operations queue for the data.
However, other approaches are viable and frequently seen, like e.g. the data being moving with their task(s) e.g. through a task flow.
whether the statement will be correct that for reading the shared data it is also necessary to use "requests" to Active Object, and also no mutexes?
Yes, synchronization needs to happen for shared state, regardless of the design pattern chosen (although some design pattern reduce sharing alltogether).
The Asio approach is using strands, which abstract away the scheduling from the control flow. This gives the service the option to optimize for various cases (e.g. continuation on the same strand, the case where there's only one service thread anyway etc.).
has anyone tried to evaluate the overhead of "requests" to Active Object, compared to using mutexes?
Lots of people and lots of times. Often are wary of trying Asio because "it uses locking internally". If you know what you're doing, throughput can be excellent, which goes for most patterns and industrial-strength frameworks.
Specific benchmarks depend heavily on specific implementation choices. I'm pretty sure you can find examples on github, blogs and perhaps even on this site.
(perhaps I missed something)
You're missing the fact that all IO objects are not thread-safe, which means that they themselves are shared data for any composed asynchronous operation (chain)