Nope, as the other guy mentioned as a complaint you gotta restart the whole game to abandon a run, and if you unwittingly unlocked skills with more niche applications that can be a slog to deal with. Skills I relied on heavily for the first runs were Swordswoman and Ninja's full-distance push and pulls, Ninja's leash which can attack two targets, and Archer's bear traps (which you have to be careful with as there's currently a bug that locks your inputs if you use an attack to move a foe onto a trap and kill them).
Sex is also designed as a high risk/high reward thing so you might consider purposely leaving weakened enemies with grope attacks around so you can easily kill them during sex to gain the double damage buff. (I dunno how I feel about making the sex in a porn game this kind of trump card move to be reserved for strategic plays, though...)
