I very much agree with you here. In the first game, I feel like I had to save the women, because they actually were victims.
The Valkyrie didn't fight back because she was afraid what the demons would do to the rest of you, and wasn't happy about it up until the very end.
The sister, well, she's a dumb young adult who never had a boyfriend, of course she got manipulated by a demon, can't exactly hate her for that. Especially since, unlike Celis, she's your actual sister, and thus doesn't see you as a potential boyfriend or anything like that.
And the maid? Basically tied up and raped until her mind gets broken. So yeah, I saved them as soon as I could.
In the second game, MC's family behaved like shit, so I didn't even care about them in the end.