New Theory:
What if everything that happens after Annie blows Arthur is actually a coma dream because Annie accidentally bit off Arthur's penis and Arthur had a heart attack from the shock and needed to be put into Dr. Celine's Infirmary indefinitely?
This would explain why everything in this game eventually leads to sex, because that's the last thing Arthur experienced before he had his dick bitten off. Also, as another point of evidence, this might also explain why ever girl who Arthur has had intimate moments with so far is okay with not being the only one he fucked. Other than Agnes, of course, which obviously symbolizes Arthur's regrets and feelings of unfulfillment.