Some scenes have slight variations depending on what you decide to do in them and also some options are only available if you check some score/lust/depravity conditions. A checkmark means there's an "extra" action in the scene locked behind some of those conditions (i.e. some scenes include anal but you can't always get it because you don't have enough points). Also, as this system was integrated in the last update, you'll have to replay the game in order to unlock those checkmarks in the gallery, even though you could have already seen those scenes in full
Meh, it's kinda lame that I have to unlock more things on already unlocked scenes. I have 322 pages of savegame and I'm not too keen on going over everything again and paying attention lol.