I have no real issue with the idea of inter-species sex/romance. Elves, humans, dwarves, hobbits, anthromorphs, aliens, robots etc... it's all good. I don't see that as being beastiality.
That said such things don't exist, so it's largely a question that comes up in fantasy, and I've long since been convinced there is no issue here conceptually.
On the other hand I do find it kind of disturbing when you run into people that are ONLY turned on by what doesn't exist, and need to say dress up in fursuits to have sex or whatever.
While it's not my primary interest, I can look at some Anthromorphic artwork of gorgeous female characters and fairly say "yeah, I'd hit that if it was real and I was given the oppertunity", but it's not real and not something I try and simulate IRL, nor do I seek this kind of thing out to the exclusion of real porn when I'm "in the mood" so to speak.
As far as romance goes in "Skyrim" I guess it comes down to what the options are and what character I come accross as liking.
To be honest I will concur that I don't find the Krajits or Argonians all that attractive with the current models I've seen, the latter in paticular. However I will say that snake/lizard girls can be quite hot in the right artwork, look up some artist renditions of Nagas, Medusi, Half Dragons, Yuan-Ti, etc... It CAN be made sexy along the whole alien/exotic vein, but "Elder Scrolls" doesn't seem to be going there from what I've seen.