That is a bit weird, I agree.
The way it works, as far as I understand it, is that some events have cut-off points tied to story progress. So you can lose out on some stuff. Friendship levels for characters also won't advance unless you get the relevant event, either, once they stop.
It's a little strange, but somewhat manageable... unless it's Monika.
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Meanwhile, Nights of Azure depicts a romance between two girls and it's neither fetishized, nor treated as something special. It's just two people loving each other, and one of the best romances I've ever seen in a video game.
Play Nights of Azure, y'all.