I'm currently playing WC3, and wondering if talking to crew members and selecting different answers has any consequences? It's hard to imagine, since I can restart each dialogue several times by clicking on the person again and select a different answer...

A few times there are different scenes down the line if you chose different options but apart from the romances it's not that much.

It effects their morale which is supposed to effect their flight performance (this was removed for WC4) but I don't think it has any serious impact. Also there are the two romantic options but they both end up falling for you regardless I IIRC until you have to choose which one you want to be with (or ignore them for neither).

There are some story related choices that have serious impacts but these usually aren't optional dialogue.