I always thought he was a "soft" romance option. Like the assistant chick next to the galaxy map. You could flirt with her, and even invite her to your room. But nothing happens. I've watched my girlfriend play through ME3 a few times, and while she always went for Garrus and sometimes Kaiden, she never held back from flirting with Vega. But it always ended up as just flirt buddies. In fact they were almost like bros, but with opposite genders. Always giving each other trout or compliments in equal measure