Glad you're enjoying it! I’ve got plans to address most of your concerns already, so let me run through them...
The Gym: Yeah, I think I went way too grindy there. I plan on adding a few other ways to passively level athletics, so I wanted to get the system in and see how it feels as a whole, rather than make the gym easy and have to nerf it later. I also need to make it more obvious how much training with Vega and using the protein shake helps.
Relationship status: I've got that in my crosshairs. I'm looking to add a sort of quest/story status menu in the next patch where you can view the progress of the various storylines and get hints on how to advance them (or see if you're at the current end of content). To answer your question: most of the current storylines are triggered by chatting with characters, so those scenes happened because of your efforts!
The Gloryhole: Right now, it's mostly for fun/flavor, but I made a point of keeping the stranger's identity unknown and the ending open so I can revisit it later. I really like the idea of it eventually being someone she knows, too!
Getting drunk: Currently, regarding work, being drunk only affects stress levels (Sable ignores high stress and works anyway, and is generally less affected by stressful events). Drinking with patrons at the Wink increases the "flirtiness" of the shift and ups your chance of getting a tip. However, you're totally right that she should be less inhibited! That was an oversight on my part. Right after I post this, I'm going to update the function that determines how willing Sable is to do lewd things and add a modifier for drunkenness.
Combat: This is still mostly in the planning phase, but I see it being tied to the main storyline and a few select locations. You aren't going to be fighting your way to the grocery store! It'll be an element you can seek out like most others. I'm going for a sandbox vibe where you don't have to do any one part of the game if you don't want to. I’m also hoping to include an auto-combat system so people who aren't interested in the nitty-gritty can just watch it play out.
Choices: These are limited right now as most storylines are just beginning. I absolutely have plans for major branches in the storyline, but I'm just not far enough along for those impactful choices yet.
Multiple romances: Honestly, I was planning for each relationship to have a "lock-in" point where you couldn't pursue others, but if multiple romances/harems are something people are interested in, I could certainly explore the idea!
Clothing: Right now, it's pretty simple: each article of clothing has an "appeal" stat (some positive, some negative). Appeal is calculated based on what's showing; for example, wearing an appealing bra and then covering it with a hoodie removes the bra's appeal and applies the hoodie's negative stats. Currently, appeal only governs tip amounts at the Wink, but I'd like to expand that (and I realize now I should probably display the appeal stat in the UI!). I do have plans for exhibitionism content, though there's none currently. Otherwise a few of the current scenes have some minor variation based on outfit, but I'd like to keep that going and add more where I can.
All said, thank you for the feedback! Hopefully, this answers your questions and the coming updates will address the rough edges!