The goal of the game is to finally share her, if you go against this goal (that might be a fun try, i agree) the game tells you in a very clear way : "No point to continue playing this way, I'm not design for that!"
If I remember well, there are actually 3 Game Over :
- One chapter 1 at the beginning if you are a jerk and talk about sex before saying hello.
- Two chapter 3 :
-- If you are caught with Helena after being unfaithful and lying about it,
-- If you avoid all sexual content by restraining Anne's efforts to open up to the lifestyle, in that case you just need to let one sexual encounter happen during the trip to be as vanilla as you want to be and avoid the Game Over.
Edit : and MC doesn't pimp Anne, no one has ever paid