lol i really cant help you..
well thats a good question!!!

Because the have to forfeit their status as "female" to become a Saint. I'm sure the answer is between those lines, the explain it in the manga if I remember well. They also say that if a man was to see a female Saint without her mask she must marry him. I think Seiya saw Shaina without her mask, but they never married.

The Sanctuary has a law for the female saints: they must cover their faces with a masks to renounce their female sides. If a man sees the face of a female saint, she has to love (not marry) him or kill him. Shaina chose to kill Seiya, since he saw her face during the beginning of the series. Because she couldn't kill Seiya, she has chosen to love him.

Let's not forget Marin and June.