I remember there's a whore set that you can find around and also might be associated with the nobles section of the city where milo is, it brainwashes you a bit and can't be taken off by yourself.
But I have this whore set that doesn't have any warning about that. I wear it for speed buff and to be less dirty when I don't need the merits of other clothes.
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Version 0.7.4.1, latest at the time of this post.
I just swap it with hunter and civilian stuff all the time. I think the cursed set has a tiara instead of a head veil, I don't recall anything else about the cursed set.