It's been a while since this conversation has showed up. I agree it'd be nice if there was such dialogue.
E.g., Gale has had past romantic relations with men and women. Somewhere in his dialogue, perhaps only when/if we start flirting with him, he mentions this. Perhaps, if you're a man, he asks something like "hypothetically, do you think you could love a man?" to gauge your interest (obviously with better writing).
E.g., Wyll has only has past romantic relations with women. When we initiate romance with him, he says something like "he's never felt this way about a man."
A few short dialogue lines like these would help to flesh out the companions (more preferences = more characterized character) but still allow for a player of any sex to romance any companion. Preferences, not restrictions.
