I assume you're playing the game for the first time? There is a building you can find in the actual game that lets you rewatch all the smut you've already seen in your current playthrough. Since there is no 'current playthrough' if you access that building straight from the main menu, everything is already unlocked. Back in the days, older save files from previous versions of the game weren't compatible with newer updates, so being able to get to the gallery from the main menu was actually helpful to see all the new smutty content right away instead of having to start all over each month.