Would I have to play the Yorna game to understand some things in the future? I am planning on getting it regardless of the answer since I really enjoyed the bit thats already here.
No, not at all. Some characters you'll encounter in MonGirl Conquest first appeared in Yorna and you'll know more about them if you'll play it before the Conquest, but it's in no way necessary to understand what's going on. I plan to make all content perfectly playable for someone who picks MonGirl Conquest as their first game about monster girls.