Sex = Die in that game?
Or there's a good reason to reload the game as soon as Lona is captured?!
Sex is not a death as every creature out there except wild beasts and zombies tries to keep captive women alive for reproduction. You just enter a Loop where Lona gets fucked, then fed, then she sleeps, she conceives in time, births and repeat. A loop you can easily escape by keeping your stamina up, break shackles, find your chest enter stealth and get out. Most of the time this works. Abomination nests are harder to escape.
Lona only dies when her HP reaches 0. For example before she could die during captivity if her HP was already low, she gets gangbanged, her stamina reaches 0, has not enough food and feints. When she feints and is starving she takes HP dmg and thus this kills her. While i experienced this a long time ago i have yet to see this happen again. Eccma, the creator, i think fixed it. Now Lona's captors feed her often and she becomes healthy again.
The only reason i can see to reload the game is if you just can't be bothered to try and escape.