First playthrough I found the Liara dialogue incredibly sweet & touching. Especially the scene on the way to Cerberus HQ. But all of it really. Then when I finished it, I thought, "****, none of that is gonna happen". No blue babies.
I started a second playthrough (with Tali as LI) but just felt such a sense of despondency on Mars that I stopped. Then I read the IDT (this was a week after release) and that got me to continue. But all the conversations with Tali where she talks about her love and commitment to Shepard, that she'll never leave him, "I want more time!". Ugh! I mean, I can't see this and not get depressed (I'm not a heartless bastard). It's the same deal, it's not gonna happen. No quiet life on Rannoch.
Then I did a 3rd playthrough as a paragade that finally ended up with Garrus. And although I wasn't as wrapped in their relationship as the others, the scenes were still touching; especially the last goodbye on Earth. Same thing as the others, more loss on both sides.
You know the scene I think ruins things the most (especially headcannon-wise)? The Normandy crash. It gives the impression your LI (who said they'd never leave you, ever!) abandoned you on Earth and fled. Then they get out of the Normandy with a look of contentment (even though they apparently just lost their leader/lover). I can't get my headcannon past that. Sometimes I can, like when I'm not playing, but as soon as I'm back in it returns. Headcannon, for me at any rate, only works if the game gives you the openings. IDT helps but I'm more and more thinking that BW won't be doing it. And anyway, we shouldn't have to resort to headcannon for this stuff anyway. That we don't know what happens to our friends, and Shepard, after all this time, effort and emotional investment is a travesty!
Now I'm doing a renegade playthrough with Ashley (ME1) & Miranda (ME2). I don't know how it will turn out, probably be just as heartbreaking. Hoping the renegade stance might negate some of my empathy but probably not.
You might wonder why I keep doing playthroughs if it's not fun. Well, the gameplay is fun and I'd like to experience the game as each class and try and see as many different outcomes as I can. And the 'promise' of closure from BW down the track. But yeah, the dialogue (you know the ones, usually accompanied by piano) are exruciatingly depressing. Hell, it even bleeds over into when I'm not playing.