Seriously.
I think it's more than a matter of time and assets; Blizzard went out of their way to differentiate even minor, unnamed Terran characters in Wings of Liberty. The same cannot be said for the Protoss.
Thematic Hints in HotS
This idea was first seeded in my mind in an indirect, nebulous way by Heart of the Swarm. HotS focuses on genetic diversity and speciation. Even individual Zerg from the same breed -- any two hydralisks, say -- possess numerous genetic differences, the result of a molecular arms race between prolific A-type cells, and the phagocytotic B-type cells. Presumably, A-type cells evolve ways in which to resist or elude predation by B-type cells, and B-types adapt themselves accordingly, in an ongoing Red Queen evolution.
Things are further complicated to Zerg's highly receptive cellular structure, assimilating foreign genetic material over successive generations by means of horizontal gene transfer. We may also assume the chimeric A-Type-vs-B-Type evolution is further complicated by this foreign genetic material.
Thematically, Legacy of the Void -- and the Protoss -- should be the exact opposite. The Zerg are biologically diverse in the extreme, though they are unified in mind. The Protoss, then, should be homogeneous in form, but diverse in spirit and mind.
Reinforcement in LotV
Legacy of the Void took this half-thought and firmly grounded it. In the LotV trailer, we see Artanis addressing legions of Zealots before the invasion of Aiur. The exact same Zealot model is used over and over and over; aside from customized armor, there is no shred of individuality to be seen.
Even the latest cinematic trailer does little to upend this idea. Of the three Zealots, One-Eye (Teredar?) and Standard Zealot have the exact same facial features. When the cavalry arrives, there is even more of the same. Even the High Templar are identical, though they differ from the Zealots. We can comment little on Helmet Zealot in this respect, but he does play a role...
... On what little diversity we see.
What little diversity we see may have a limited scope of origins and causes. First is age: young protoss have little facial definition; their scales and scutes develop as they age. (Presumably, females of the species, like in humans, are Paedomorphic -- they retain features of youth as they age -- so their development of scales is limited.) Next is tribal affiliation. Assuming the Helmet Zealot from the cinematic trailer hails from the same tribe as the others, then all three Zealots were from the Akilae tribe. This, by corollary, would mean every Zealot we've seen to date is likewise from the Akilae Tribe. Thirdly, we have the racial disparities between Khalai and Nerazim. Fourth, it's possible that lineage plays a strong role in one's station in life. Say your parents were Zealots? Then -- perhaps by some quirk of genetic-memory and/or Khala-based feedback, or cultural pressure -- you too will pursue that lifestyle.
Cultivars - The Plant Connection
Now clearly we have male and female Protoss, indicating sexual reproduction and genetic recombination. If, however, you're part of a species deemed physically perfect, then the only direction evolution can take you is "down"; any divergence would necessarily be harmful to you and your species. Clearly, perfection is impossible, as admitted by Abathur -- it is an elusive target, but the hunt is its own reward. So we most likely have a component outside genetic transcription at work, something metaphysical or psionic. Indeed, neither Khalai or Nerazim can be assimilated because of the Khala and Void, respectively. Somehow, some genetic/memetic information is being retained within an energy field, perhaps a morphic field. But we have another thing of interest: Protoss' plant-like origins. Cultivars are any variety of plant collected and cultivated for certain qualities. Plant breeders will select for these qualities again and again, sometimes going so far as cloning the plants -- often by means of cuttings, grafts or budding.
My Conclusion
If the Xel'Naga found physical perfection in the Protoss, they would want it to be retained indefinitely. They would put in place a mechanism that makes any deviation or tampering near-impossible. This would necessarily be something metaphysical in nature -- in this case, a psionic field, with the Khala (artificial) or Void (natural) serving as the medium. Then what, then, could the use of males and females be? Certainly more than an atavistic holdover. While their genetics are irrelevent, as their offspring will be an effective clone, the individuality and spirit must be nurtured. Thus, the male and female impart their psychic essence -- their memories, personalities, qualia, etc -- into the next generation, distilling their own personal histories into a new individual...
Effective immortality.
In this light, the means of reproduction are almost irrelevant. The result itself would be the impressive thing.
