What do you mean, no romance?! But it's so romantic to fuck
Alessa and Celeste hard in front of Cel cuckold ex-boyfriend!
About sponsorship,
Maviarab has already answered you. As for love/romantic relationships - in this game, they can be quite specific and depend on both the personalities of the sisters and the route/path you take in the game. You didn't specify whether you prefer the Dom or Sub side, but if you're a Dom player, you can get on a separate twisted path that can be considered "conventionally romantic" and which will one day have a separate ending.
Of course, it's not that romance in its classic representation, but rather an extended kinky version of "sex buddies/sex friend with benefits". But in this case, you can simultaneously fuck Alessandra and other girls who share her twisted sadistic interests.The developer herself identifies this path as a "harem route" and it's only possible on the Dom path.