I think it maybe has less to do with individual lines or scenes and more with just the general vibe of how the different elements are handled.
For example: the kidnapping, although something that would be a serious thing in reality, registers as a joke because the tone is nonchalant. It's over-the-top and exaggerated. In contrast, the social commentary feels like it presents bad situations that happen in real life almost as-is, notably in spite of many of the characters being mythological & otherworldly creatures you could also imagine being out of touch with human culture or bigoted in some kind of more caricaturish way. I don't want to give feedback that goes too far in the "you should have done this" zone, but I can imagine the incubus having no idea asexuality was a thing working as a gag, for instance. A lot of it doesn't feel like the game manages to translate the subject matter into the language of comedy (though I like some of the jokes that come up, like the repetitiveness of how everyone responds to Credence revealing his orientation).
I do think comedy of this sort, where you want to interweave a serious point with some extremely absurd events, is very hard to write in general, though! I hope the feedback you've gotten has felt useful!