We have not come in to contact with alien life yet. We have no idea what they will look like, how the will communicate, or, if we will be able to communicate with them, how they will think, or if they will be friend or foe. The simple fact that, if we do come in to contact with other sentient species (the chance of which is astronomically low), their culture and their technology will be decades or centuries ahead of ours and, almost certainly, different in a way that human beings can not comprehend. The barriers that humans and "alien life" will face will be monumental, especially if we, or they, are expected to co-exist (if we can co-exist at all. There is no guarantee that alien life will be carbon based).
Therefore currently, xenophilia is seen as make-believe. Not real. Fantasy. And it is for this reason, and this reason alone, that people do not find it confronting.
In saying that, though, just because xenophilia is "sci-fi" at the moment doesn't mean that, in the future, it might be a reality. It's highly unlikely, but hey, you never know; and it will be when xenophilia crosses the realm of fiction to fact that it creates hostile responses from people and the media at large.
It is the same reason that people are not up in arms about depicting sex with Elves and Dwarves.
Banging aliens - gross? Maybe, but it's fantasy and nothing more.
(To be completely honest, I wish Bioware had never put romances in their games in the first place. It attracts a certain demographic of people that focus on relationships and relationships only - and in doing so, in my opinion, they detract from the other aspects of the game. In fact, I'd go as far as to say that the inclusion of "sex" in Mass Effect cheapens the product and the IP; I would hold both ME1 and ME2 in higher regard if they did not include xenophilia or perfunctory relationships/sex-scenes. But, that's just me. There's a lot of people who will disagree with that.)