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First of all the player is a chosen hero. Venerae speaks to you at the start of the game, and you are the wielder of Demon Layer, after the Church girl learns this.
Secondly, nothing says the girls can't get pregnant.
Aiko literally came to the Temple to find a husband and get pregnant.
Regarding the Unique girls going through tons of dick and not getting pregnant who knows.
Early on in the game Threshold was putting an effort to make that make sense.
Mika's an anal slut so it makes sense she didn't get pregnant.
Sheepgirl doesn't necessarily target everyone.
Shizu also doesn't target everyone.
Camilla has most people run from her or she frees them.
Everyone's too scared of Jora or think of fighting first.
When Aiko battles most people she doesn't get sexually involved most of the time. Unless it's a girl, cause she's a closet bisexual.
Feng's undead.
etc etc.
Oni Twins not being preggo from taking 75% of the dick on the island though is definitely an oversight.
Ceris not being preggo after her countless boyfriends and trists is also an oversight. Very strange there aren't little Hellhounds in the Labyrinth with her propensities.
Everyone else makes sense tho.