I can only offer a partial answer on the theoretical aspects. I don't know if you are familiar with the mid-90s papers by Otto et al. (Otto & Goldstein,1992, Otto & Marks, 1996), but these are definately relevant to your question. They deal with the "masking hypothesis" of diploidy, i.e. that deleterious mutations can be masked by "healthy" alleles, and the trade-offs between diploidy (ploidy level), recombination rate and purging of deleterious alleles. Otto & Goldstein (1992) shows that recombination is essential for the evolution of diploidy, and without recombination haploids will "win" over diploids.
Otto & Marks (1996) is a fairly comprehensive paper that builds on the previous one, and looks at how different mating systems interacts with recombination and purging to influence the evolution of ploidy levels. As a general results they predict a correlation between mating system and ploidy level, with sexual reproduction favoring diploidy while asexual reproduction favors haploidy. However, from what I can see after a quick re-read, there is nothing that prohibits asexually reproducing species to be diploid (and vice-versa) - see e.g. page 206 - and the paper includes a condition that must hold for diploids to invade in asexually reproducing or selfing populations. I have not followed this literature closely though, and I imagine that tracing recent papers that cite Otto & Marks (1996) can be useful to find further relevant studies.
You should also consider that ploidy levels can differ between sexes (e.g. bees), which can lead to antagonistic selection which can influence ploidy evolution (see e.g. Immler & Otto, 2014).
As for the empirical evidence part, I do not have any good examples. However, I imagine that it can be extremely difficult to prove that a lineage have only reproduced asexually (or never asexually), since these things are hard to track in fossils. Also consider that it is common to have both sexual and asexual stages, and many species can have a long asexual diploid stage followed by a shorter sexual haploid stage. From what I know, this is the norm in e.g. algae (arguably a group of fairly "basal" taxa). However, I don't know what the ancestral state of algae was (i.e. if they became diploid before having a sexual stage).
As for the ancestral state of eukaryotes, there seems to be evidence that the ancestral state was in fact facultatively sexual (Dacks & Roger, 1999), which would invalidate your assumption. However, this is only based on a couple of quick literature searches on my part, and I am in no way an expert in this area. There are probably more recent studies on this topic as well. However, it is clear that you cannot blindly assume that eukaryotic haploid is ancestral.