I have no doubt at all that the daughter is in danger in at least a couple of different ways - but what makes you think the only consequences are to her? After all, you already know that the mayor and a prominent celebrity with considerable influence are involved in this sex ring, and the mayor told you that there are more powerful connections too.
They have the power to end your career just as surely as they have the power to make it, (which was the only reason you were cosying up to either of them in the first place), without even trying hard. It is certainly
possible that one 'bad ending' for the game would be the MC getting framed for sex crimes and sent to prison where you spend the next few years being abused far worse than your daughter of any of the ring's sluts... Probably taking more cum too.
Y'know, just in case you wanted to feel like there were consequences of fucking up.