You cheated too much. It's possible to do stuff with other girls while not losing your wife, but as a general rule, avoid choosing other girls if it means passing on an opportunity to be with kat. Or check the walkthrough. You can cuck your best friend and make Andrea pregnant and still end with kat, but you can't get a harem in this game.
Or you can also end with Rose (redhead) or the blonde (Sarah?), or Sanguis Regis, or the young priestess.
For any of your original team member endings I think you also have to be a team player, look for your team mates when you're in demon form and are given the option, and focus on the girl you want during the game. Sanguis Regis is a tough choice, you need to be perfectly aligned with her plan (probably villain is mandatory, and then take every chance to raise her love stat, anything less than perfect you won't get the chance to save her. But the best thing is to check the walkthrough, some endings are tied to being on earlier branched paths.
Yeah, no matter how far you go with sharing kat, it's never what makes you lose her. I think you can miss her endings and make her a public fuck or something, but it's not from choices related to sharing her.