Yeah, those missions. There's a specific mission that invites the 'collaborator', which you don't want to pick up. By the time you clear all the other characters (except for the Saint, who can't be fully cleared until you unlock Hard Mode) and cure the lord of his illness, that mission should have removed itself. As an additional note, I've been playing this game without using any of the main heroines in the brothels whatsoever. I'm fairly sure this game's trajectory/ending path changes if you do use them in the brothels, so take anything I say with that being one of the conditions.
Have you cleared all of the other characters sans the collaborator and saint? If so, your game may unfortunately be bugged. Even without that, your game might be bugged. I've had to reset about 2-3 times already. Fortunately when you start a new game, you carry over SP bonuses and can immediately purify heroines you've already purified, but it's still a pain.