1.If that ever happens, my guess is that it would only happen on later stages of the game. Also, if that happens, I really doubt that Calypso would be the only one being allowed to appear on "real" world. At least only one going "against" the laws of the universe would be harder to explain. But something like the "gate" opening and several people passing would be easier to explain imo.
2.That's because the harem end is the canon route. I recall that some "route ends" on Oailt were pretty controversial, even if EXTREMELY FUCKING OBVIOUS. That game thread got way too much uproar than it should, but whatever.
3.