Except that she was a superhero for years, before she tired of it. And I got the sense that it was mainly frustration with her family that drove her away.
I didn't see Shego as being passionately committed to evil, or to anything, really. I mean, think about it. She was far more competent than just about any other villain on the show. If she'd really been dedicated to doing evil, she wouldn't have settled for being the henchwoman of the most incompetent supervillain on the planet. She would've tossed Drakken into a shark pit and gone on to conquer the world in a week. Clearly she just wasn't that strongly motivated. She was a slacker villain. And she always seemed to be bored with the whole thing, except when she got a chance to spar with Kimmy. I think she was just in it for the kicks. So I can see her choosing to switch careers again.
Lots of men freak out when women make advances at them, not because they're not interested, but because they're shy and emotionally inept. Drakken wasn't exactly the most socially functional individual around. Plus he was invested in his whole evildoer image, which isn't conducive to embracing warm fuzzy feelings. But once he discovered that his true calling was saving the world rather than threatening it, that there was something he could actually be good at and rewarded for, that would've upped the ol' endorphins and given him renewed confidence.