Choices matter in all routes, but you only start to really see the changes and consequences as the storyline advances.Because that's the only route where choices actually matter. You can act how you want with Regina, Madea or Croixelle, doesn't matter. Everything leads to the same point, just with slight differences. Homaspernia routes let you die occasionally, but with Maryen it's a completely different story.
I've seen Regina grow angrier and resigned at the idea of war, Madea slowly giving in to more baser desires like her fellow beast people, Eliette starting to act more Biblical Angel, Bezvy growing more lustful, Margarita becoming more like a Yandere in her desire to keep the PC's lust and attention in her, Kendra growing more empathetic in certain situations...