It requires you to go out of your way to complete the achievements per level, but it only unlocks the basic enemy animations and CG with only the Boss CG getting unlocked not the animation.
So all the other sex scenes within the level do not get shown. No Faye or the other NPCs.
It just makes it not worth the effort to try and unlock the gallery where all the hard to reach content isn't easily accessible. Only the super easy to get content gets unlocked. Especially when you can just save before the boss for each level then go one screen across for the basic enemy/boss you want to see the scene of.
So basically the gallery unlock reward isn't worth the effort when you can just make a save before the boss and get more content out of that instead.