Heh, the option of becoming a crazy cat person as an alternative to romance would be hilarious. I think it's unnecessary though. I've had multiple Shepards of either gender, as well as characters in other games(Inquisition most recently) for whom I decided that falling in love just didn't make sense or wouldn't be appropriate, and each time the simple fact of staying professional instead of trying to engage anyone has added a layer of character that I found satisfying in itself.
For example, I had a Shepard who kept a personal distance from Kaiden, Ashley and Liara out of professionalism in the first game, had a great chemistry and flirted a bit with Miranda up until the impulsive kiss in the second, then discussed it with her and agreed to call it off for practical reasons.
I had a Dalish warden who grew very friendly with Morrigan and Sten as the other practical people and social outsiders in the party, and when Morrigan wanted to make the relationship physical he refused because human women weren't really his thing sexually or romantically, which infuriated her for reasons that became obvious in hindsight. That caused tension between them for the rest of the game and seriously colored his reaction when she finally revealed her agenda. My dwarf Inquisitor was also only attracted to his own kind, and Harding was a direct subordinate and too valuable at that to risk fraternizing with.
It might be a bit tame to say that the reward for emotional self-containment is role-playing, but I'd argue that romance in Bioware games is so often served on a silver platter that the refusal of it is actually deeper storytelling than pursuing it is. It's never felt like I missed out on any content unless I set out to pursue a romance and botched it somehow.
Come to think of it though, the first ME-series playthrough I did with a female Shepard who didn't romance anyone was also the first one where I really started paying attention to the aquarium and ship collection in the Captain's quarters, so i guess she might have turned into a fish-and-ship collector out of loneliness.
I don't really see what exclusive content would make sense for a single protagonist and wouldn't for one already in a romance either. A string of guilt-free high-profile one-night-stands?