Are there any routerboards that have user controllable outputs that could be used to trigger an alarm, contact, etc?

No but that would be neat.

I wonder if it would be possible with serial port and some ROS scripting?

I've seen several times do that using external boards (usually using a microcontroller) with voltage monitor, alarm functions and so on; talking to routerboard through serial port.
An example (in this case a temperature sensor) could be find here: http://www.papouch.com/en/shop/product/ ... -mikrotik/

I know, having onboard general purpose I/O connector would be much appreciated....