Why not ? He may not have been always like that, I don't see him dying a virgin... Strangely enough, I imagine him being a widower. He's a caring man, very protective and also really funny (well, I enjoy dark, sarcastic humor).
And Brendan Gleeson did a wonderful job. When I think about Alastor Moody, I have his face in mind, honestly that part was really right on in terms of casting.
(I gave him a amor interest in one of my fanfics. I enjoyed escritura smutty amor scenes about him.)