Well... I know this may be ground breaking but this is still a work in progress game.... Soooooo in conclusion, they may or will probably all have scenes but as you may also expect from a work in progress game its still in development.
Tldr: it's a metric fuckton of work and unlikely to happen.
Longer answer: the animation in this game is primarily done using layering. As in you have an image model, and then you have each other aspect of the model - lets use Kotone for an example. She has a bunch of default models, but she also has a bunch of different faces, different tails, different clothes, et cetera. Aany picture with her has at bare minimum a tail pic, a face pic, a body pic, and a clothes pic. Many also have arm pics or her gem, or special lighting, you get the idea.
For each of those "animations", you have to make sure everything is properly linked up, so you don't have someone ahegaoing when talking normally. As of 25.9 kotone has 203 images in her set. Even if you gave each character an eigth of that, it's still so much more work than is at all reasonable.
As such if they do add animations to other characters, it'll likely either be after the story is complete or as side projects/reworks like Nicci and the mimics.
As for why they don't have individual loss scenes, same issue. It's a ton of work for something that is less impactful than a new story expansion.
Not to mention the other elephant in the room. Threshold isn't an artist, so they have to pay artist a lot of commission if every skill and scene have artwork.
And I don't even consider this as a negative. I would rather this game have no image but have more complex mechanic like Lilith's Throne (before that project went completely into the gutter). Been wanting a partner, if not a full party system from the start. A waifu adventure game just doesn't feel the same if you can't take your favorite waifu to adventure with you.
It's a crowdfunded 18+ RPG that has a ton of great customerization featuress, that has since went into the gutter due to the maker's inability to keep a proper update schedule, and the constant emotional validation/pampering from their discord crowd. You could still find the latest version by searching the name, play it and form your own opinion on the game (I'm personally in the 'love the game, not loving the creator's workflow or lackthereof' camp). Although I recommend against donating for the project yourself since throwing money at it (as its diehard fanbase already done) doesn't seem to help move the development along.