If you lose, reset your stats, and start again, you keep the titles you've obtained from previous runs. So it's keep titles, lost passives. Then on your next run, you can use a title to get a bonus earlier in the run.So there are a bunch of titles for "first times" (e.g. Losing anal before vaginal virginity. Losing virginity to a toy. Taking a prisoners virginity with anal sex (with your own anal virginity?) and so on. I guess you can get all of them >IF< you do it in the perfect order.)
I guess you can´t obtain any of those if you don´t fully start from scrap? Starting after a game over keeps the sexual stats, as far as I know off.
For example if you want to level a stat higher than others, you can get a title for using say agility a lot which will help with agi growth, and on your next playthrough, equipping the title will allow you to do a "focused" build, giving you more control on the RNG nature of the game.
The focus of the game seems to be replayability, so you're definitely getting your time's worth out of the grind.