Not true, in SFII Turbo, Chun-li goes out on a date with a blonde guy, but she scared him stiff when she beat some guys up at a local bar. I have the image up as my WEB CAM if you wanna see it. Eventually, I guess she got tired of waiting for the right guy, and adopted some orphans.
What's also funny, in MVC3, Chun-li makes a remark to Thor at one point. I think she had a thing for him, but didn't like the fact he carries a hammer every where he goes.