Hi! The Kingdom is cursed to be a place where lies grew to the point they become "the reality". The game is meant to be a commentary on LGBT people having to lie and fake what they are not, many times even to themselves.
The princess is gay, but inside the kingdom, she doesn't realize it (because magic) and the knight is a woman.
The Queen came from outside the kingdom and married the King, eventually, she also is lost in the lies.
Where do they end up? Outside the kingdom, where exactly...? idonow, somewhere where they can be free from the lies.
I'm glad you enjoyed the game!