If you end episode 9 spooning Lily, there's something about the way she tells him not to fall in love with her:
It feels like there's more to it than just a party girl who's not ready to get into a relationship (like the way Sarah puts it in episode 8).
Plus her face, it looks like... regret?
I have one silly theory about Lily, based on Sage's weird blocking of Lily in episode 7.
As you may recall, in episode 7 the player if he first fucked Sage Lily becomes unavailable for a romantic relationship. But if you fucked Lily first and then fucked Sage you only have access to 50% of that scene.
So DPС is explicitly saying: choose who you like Lily or Sage. Maybe it's just a cheap trick to increase replayability before episode 8, but maybe it's something more.
I was trying to remember if there was something similar in other episodes. I can remember the choice between Jill and Sage in episode 6 and probably episode 2 when there was a choice between dancing with Sage or going to Maya/fuck Sarah, but it didn't have any lasting consequences.
So I have a theory that Lily and Sage are probably related. DPC is against incest in any manifestation, and episode 7 pretty much rules out any threesome between them. We don't know Lily's background, but we do know that Sage came from an orphanage.
Given DPC's love of strange bloodlines, I wouldn't be surprised that Sage's mother would turn out to be one of the women we know. It could be Jill's mother, one of her friends (Bianca and Sage could be sisters).