Looks like there aren't too many games of that style around I suppose.
Actually, now I think of it, that depends on exactly what you're looking for. High-production-value platformers/metroidvanias are fairly uncommon, as is the more serious-horror theme, and games with
really good game-overs are very uncommon*, but expanding that to side-scrollers in general with OK production values and scenes opens up a lot more options. A lot don't necessarily feature sex as the game over itself though, but what leads to the game over, if that makes sense?
I dunno if the tags are underused or if less games make their way over here because of the lack of translations, but I'm pretty sure there should be way more games under the Platformer/Side-Scroller tags than actually are - I swear these games are only behind VN's and RPGM games at the rate they get churned out. The game search feature for me has 198 pages on it but only 7 if searching for side-scrollers, and only 2 pages if searching for platformers, most of which already appear on the side-scroller tag, and that doesn't match up with what I remember from like 2015-ish.
Anyway, if going with these lower standards, these ones might fit the criteria:
Alien Quest: Eve - should probably have recommended in my first post but it only got a full release in the last day or so and I missed it. Has some bugs but is actually pretty high-quality despite them. Sex only happens when the player is "killed" and the game over "CG" is an animated scene, but doesn't appear to be related to the combat much. Grimhelm's earlier games are apparently not as good in general but may be worth checking out.
Lab: Still Alive and
Lab 2: Underground (or however they write it) - Gameplay was fairly solid although not too complicated IIRC. Some very nice sex sprites but no proper game-overs or CG.
Atelier Tia (Unfinished) - Found the controls decent but a tad fiddly, although that was playing on laptop. Generally liked the art and game over stuff (and it does actually have some solid game-over stuff... for a few enemies - bosses, I think mainly).
Alpus and the Dangerous Forest - I can't remember how the game played but I remember really liking the MC's characterisation & art. Actual cute/scared MC's seem pretty uncommon and I almost felt bad playing the game.
Almost. (also I may be misremembering, but I don't think anyone actually orgasms in the sprite sex, which is weird)
Kurovadis - I remember this being bastard hard, but the sprite sex and CG's were nice... although there's no gallery mode, for some baffling reason.
Future Fragments (Unfinished) - Actually has decent production values and I think good scenes but I don't think I've played since they did the weird release split. Unsure on game-overs but I think it'll be good on release, at least.
Ghost Hunter Vena - Again, can't remember how well it plays, but I remember it having a lot of fairly good scenes.
These ones I'm slightly less sure of but thought I'd suggest anyway:
Lala and the Bizarre Dungeon - Gameplay is really stripped back (playable just on mouse) so I was unsure about whether this really counts as combat, but might. I really like the art and sex scenes (in battle + game over) but wish there were more.
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- I don't think this got a translation so it's not available here, and I remember the game being stupid hard, and I don't think it had a gallery for the sprites, but the game over animated CG's were very good. Only a couple had story bits in though.
Kung-Fu Girl - Gameplay is stripped back even further than in Lala but the sex is pretty good IMO. The same developer has released a bunch of games with the same basic engine/gameplay, all of which have had pretty good sex scenes, and I'd recommend checking them if you enjoyed this.
Wings of Roldea - Looks like an RPGM game (but is actually Wolf RPG, which is
totally a different thing. No, really.) but plays in real time with actual (though slightly clunky) combat. I don't think the game has any game-overs, but I did find the sex scenes quite neat. The same dev also has a similar-looking game called
The Holy Grail of Alharahn which I haven't played yet.
There's also a bunch of games under the Side-Scroller/Platformer tag which I've thought looked promising but haven't gotten around to playing, so no comments on those.
*which I guess is subjective, but "really good" to me implies a minimum of "Good sprites and sounds" if sprite-based, or "Good CG & Writing with good sound preferable" if CG, with some extras beyond that - like, having at least a few scenes which are multi-stage, or have more sex beyond whatever happens in the initial game-over, and even better if there's some degree of gameplay beyond the game-over, but I've only seen that in... maybe three games
ever. And if I'm being honest - I tend to find the game-overs in RPGM-like games are better than most other games. It's like action-type games are allergic to story or something. Kinda hoping someone comes along and proves me wrong on that.