I've noticed a trend in media where the heroine will have a dad, uncle, etc.. they are very close to but he will get killed off for dramatic effect as the girl cries over the loss. Typically we don't really care about the person that was killed because, as you said, people don't care as much about old guys, but the crying of the girl can be unnerving/upsetting which can help motivate the viewer/player to care. Killing off a recurring character in this way is a good way to destroy the franchise. I honestly can't imagine a Diablo 4 without Deckard Cain.
In The Walking Dead we see beloved male characters get ripped apart or some other gruesome death, while the women will often only get a little bite, single stab, and/or ultimately a single gunshot to the head (I was thinking there would be a trope for this called "pretty death" but the closest thing I could find is "drop dead gorgeous"). In my opinion gore should be applied whenever appropriate, regardless of gender. It should have a storyline purpose though. If you just roll the die (hah, double meaning) and start indiscriminately killing off random characters then either death loses all meaning (as in B movie horror flicks), or you pretty much take an epic dump on your audience.
Sorry about the tangents, but basically Jennifer wants Sienna to suffer in any/every way possible and will use any means to make it so. I know horror elements are not typical of a hentai game, but I find that sex scenes are better if you actually know and care about the character. I think that horror elements can be an aid to good storytelling. Well, either that or my mind is warped from watching movies like Aliens and Predator when I was around 10 years old. x]