There are cases where a metric on a phase space is needed\useful. I'll describe to you two cases having very interesting physics.
Actually, the example given in the question is an example of the first case. Please notice that an Eucledian metric of the form $p^2 + q^2$ can be interpretted as
the total (kinetic + potential) energy of a harmonic oscillator.
More rigorously, when the phase space is a Kahler manifold, there are compatible metric, closed symplectic form and a complex structure:
(A Hermitian manifold is a complex manifold equipped with a tensor $ h = h_{\alpha \bar{\beta}}dz^{\alpha}d\bar{z}^{\beta}$, such that the matrix elements $ h_{\alpha \bar{\beta}}$ are the elements of a Hermitian matrix).The symplectic form $\omega = \mathrm{Im}(h)$ is the imaginary part of the Hermitian form, the metric $g = \mathrm{Re}(h)$ is the real part and the complex structure $J$, satisfies $\omega (X,Y) = g(JX,Y)$ ($X$, $Y$ are vector fields). ( A Kahler manifold is a Hermitian manifold with a closed two form $\omega$)
Let's consider the example of the Eucledian two dimensional phase space, Here, we can define $z = x+ip$, then:
$\omega = dz \wedge d\bar{z}$
$g = \frac{1}{2} (dz \otimes d\bar{z} + d\bar{z}) $
These types of spaces admit holomorphic or Kahler quantization, in our example, the quantization space is the Bargmann space of $L^2$ holomorphic functions:
$\langle \psi, \phi \rangle = \int \overline{\psi(z)} \phi(z) \mathrm{exp}(-\bar{z} z) dz d\bar{z}$
Please observe again that the argument of the exponential is minus the Eucledian distance on the phase space. This example is sometimes referred to as the coherent state quantization of the harmonic oscillator.
Here the energy eigenstates are just the monomials in $z$. One can return to the standard representation by the means of the (inverse) Bargmann transform.
A second application where a metric on a phase space is needed is when ones needs to put fermions (spinors) on the phase space (In this case one needs a spin structure as well).
One easy way to see that is throug the anti-commutation relation of the Gamma matrices on a general (curved) manifold
$\{\gamma^{\mu},\gamma^{\nu}\} = g^{\mu\nu}$.
Thus the Dirac operator requires a metric. Dirac operators on phase spaces are used because their zero modes provide a way to define a quantization Hilbert space.
In the above example, if we merge the Gaussian factor of the integration into the definition f wave function:
$\psi ^{\prime} (z, \bar{z}) = \psi(z) exp(\frac{-\bar{z}z}{2})$
The Hilbert space would not contain the Gaussian weighting:
$\langle \psi, \phi \rangle = \int \overline{\psi^{\prime}(z, \bar{z})} \phi^{\prime}(z, \bar{z}) dz d\bar{z}$
but now the wavefunctions are not holomorphic but rather satisfy the Dirac equation (in a uniform magnetic field):
$(\bar{\partial} + \frac{z}{2})\psi = 0$.
This is an almost trivial example of the use of the Dirac operator in quantization. For a good reference on the role of the metric on phase spaces and its connection to Dirac operators and quantization,
please see the following article: "Quantization of systems with a general phase space equipped with a Riemannian metric" by Alicki and Klauder (sorry that I could not find an open version).
It is worthwhile to mention that the requirement of spin structure doesn't constitute a big constraint in the case of Kahler manifolds, since they can be equipped with a spin-c structure with witch a Dirac operator can be defined.