I don't remember if they'll initiate their own scene, but I think you have to set the setting, it's just that getting high value can boost the stats.
As for NG+, normally you got choice of think to keep or reset when starting a NG+. So, no, you're not locked out of a pure route if you whore the girls in the first one.
In fact, the game is more set up so that you need to whore them in the first run to be able to win, and using a NG+ and the item & other bonus carried out to manage to win without sullying them in the new game thanks to the NG+ bonus.