We don't know what Dev is planning, we only know what he has done. Early episodes of the game had us worry that we would lose earlier girls if they found out about our relationships with later girls, as just a by-product of these types of games (and real life). Worse, this game very much feels inspired by Game of Thrones, the concern was not only will we lose girls, but our choice to have multiple flings might result in an MC death (a la Red Wedding). Eventually ITRoy introduced Anna who not only ensured our safety, but encouraged us to "catch 'em all".
Next was the ball invite, and Roy hyped it up like it was a big important decision, and that we would REALLY hurt some princess feelings if we didn't choose her, and forced us to listen to each of them justify their invite, so you expected to get "why didn't you choose me?" scenes after you made the decision, but nope, those scenes were never made, just the "I'm so happy you picked me, though I never doubted you'd make the right choice" scene, followed by other scenes, and THEN the ball.
So, I do not believe we'll "lose" anyone, at least permanently. An unchosen Lydia, who already is MC's wife, might copy Valentina's playbook and go get allies off-screen, which may require her to leave the Capital for a bit (and then a whole bit where she's under suspicion, but it then turns out to be nothing). Helena and her daughters [now] understand that their safest place is in MC's good graces/family, nor do they have the resources/connections to "cause trouble" if they are not chosen. Choosing Estrid as your Queen is political sabotage, losing the loyalty of most Cadium lords, as now the Danes have gained a future claim on the throne. Thus far, however, Roy has designed the game like "The Secret of Monkey Island" in that it's impossible to die/fail, so maybe he's just building tension with no actual "wrong answers".
