Well, with Jiao at least, I can see her including Thor into her harem, given what was shown of her in the dev's previous game where she was the MC, so I can see her route turning into a weird poliamory type thing... and she wouldn't stop Thor from fucking Lenneth either. If anything, given her habits, she'd probably encourage it... Though we'll have to see what the dev intends. The game is early enough in its development that it's difficult to say how many ideas will change by the time it gets anywhere near close to being done.
Can't comment on the Lilim route, especially since there's Odin too in the mix with that side of things.
The only thing that's certain is that I can understand why they consider Loki to be the explicit NTR route, because Loki isn't just interested in fucking Lenneth and her mother, but he's explicitly interested in corrupting the two of them and humiliating Thor and Odin. Jiao's and Lilim's route fall more under the "just cheating" angle, which for a number of people, is entirely distinct from NTR.
Either way...
It'd definitely be beneficial for the Dev to focus on one route at a time tbh, and at least finish the main story from one angle, before expanding the side-content and other routes. It'll make it easier to avoid genuinely massive plot holes from happening.