Shepard was a unique human, able to rally different races from across the galaxy to defeat a Reaper. This was a first and I'm assuming it made him interesting enough to want to be captured by Harbinger to be used as a component in the Human Reaper they were assembling in Mass Effect 2.
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I doubt Shepard would just come along willingly. If Cerberus could put him/her back together, than I'm sure the Reapers could have gained what they were seeking from him/her even they were dead. Easier to nuke the ship and search for the body than risk an issue with boarding it.
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I could always keep him hanging around for a little bit, or break him out when the time is needed and I need to make a joke. And don't worry, I'm sure I'll lose some more bets down the road, that will require me to post other things like this.