He doesn't have a single love interest in either movie and doesn't seem to be getting laid either. He must have a serious case of blue balls.
shareI’m guessing this is not serious but they made it clear in both films that he is carrying a torch for his deceased wife. It seems he blames himself for her death for some reason that has not been revealed.
shareMcCall still had loyalty to his dead wife, he probably felt that a romantic interest would betray her memory. Its a real world reaction to losing the love of your life. You can end up feeling stuck and unable to move forward.
Hopefully there is a third film where he does find a love interest and is finally able to find closure to his feelings of sorrow for his wife. But then again, its a part of his character and a significant part.