The official albums pertaining directly to Mass Effect 2 were only released digitally in lossy formats.
Mass Effect 1's official soundtrack saw a physical release and can be found in lossless, though I believe there are ways to purchase the tracks digitally in lossy formats (iTunes I think). Mass Effect 3's soundtracks are available digitally in lossless.No such love for Mass Effect 2 unfortunately, it was definitely my favorite game of the 3.
If this has not dissuaded you, I recommend checking out Trypetide's thread here: link (
http://forums.ffshrine.org/f72/%7C-mass-effect-soundtracks-collection-%5Bflac-mp3%5D-174395/#post2677518)
He's basically laid out your best quality options for each album, lossless when it exists, otherwise in lossy.
Hope this helps.