I share the concern over the sex scenes. Just the girls/characters (as sprites, or overlayed on a background) can work just fine for dialog conversations.
But I don't think it works at all for sex scenes. The games I've played like that always have the scene, more or less, floating in space. Sometimes on a bed in space. Sometimes not. But it's the same issue, it lacks any intimacy and it's not erotic at all.
The environment doesn't need to be a full-blown environment. Just something there. To give the scenes some realism and context.
A game that does this, that I like a lot, is
LOML. The developer uses sprites most of the time, on a usually blurred background. But they still use environments with rendered characters, even very simple ones like the office desk, a couch, a bed and or a table.
Examples from that game:
The compromise, IMO, isn't to scrap the environments because the artist doesn't like messing with them. While you (and the fans) like the environments. The compromise is to use simpler environments for sex/erotic scenes, and use sprites/overlays the rest of the time.