There are two great examples of kinky games that let you savour the loss state / loss of control. There's Moncurse, which technically does a classical game over by giving you a loss cutscene, but it then lets you play the game as the being you were transformed into.
The second example is Kinky Dungeon's prisoner system. When captured, you get tied up really tightly, kept in a cell where you're taken out for walkies on a leash frequently and then released still tied up and with the enemies in a semi friendly state. (They don't attack with the combat system, but they do make frequent bondage offers, which your character usually can't refuse because prison raises your submissiveness stat.)
I personally really love exploring involuntary loss of control in kinky games and I can savour the experience much better if there's some way to continue playing through a loss state. Just walking around helplessly until I decide it's enough is better than nothing, I guess, but it doesn't really hit the spot. Similarly, if playing through the loss state is designed as easy mode, it loses a lot of the appeal of losing control.
Both are games I highly recommend playing for inspiration in general. Kinky Dungeon's restrain system is something that you could probably borrow from quite a bit. If that's a way too complicated system for your game, you could also have a look at Legacy of Hedonia.