Inter-Species Mating
If you want realism as far as mating goes, there's plenty of porno sites out there. As far as reproducing, the Zerg don't do that. You know those small Larvae that spawn from Hatcheries, Lairs, and Hives? Well if you read the Starcraft manual once a month (like me) you'll know that the Zerg were originally those Larvae. Over time, they developed the ability to burrow into other creatures, and essentially take them over. When the Xel'Naga, seeing how near perfect this race was, gave them the Overmind, through which they could reproduce the races they assimilated and morphed into combat units, they gained the ability to store the genetic data of every species under their control, and reproduce them without the need for that species to exist on it's own. Hence Kerrigan is unique in the sense that she still has the sex organs of a human... it's just a matter of whether she chooses to use them =)
As for the Protoss, I think Blizzard wanted to give the average gamer the sense that they are primarily a religious, and very psionic race. They didn't concern themselves with giving you cheap cleavage shots because they were too busy showing you that the Protoss are the only race with pure good intended. Unlike the belligerent Terrans, the Protoss had many of the same objectives as the Federation in Star Trek. They watched over lesser species, not interfering in their own development as the Xel'Naga had done to them before. They have the utmost respect for the sanctity of life, and perhaps some of the most amazing and coolest units in the game. They are a demonstration of what the game creators thought the Human race could some day evolve into given the right circumstances, and through tapping into the human psyche.
So yes, they probably have the same "junk"... why? Did Razagal turn ya on in BW?