Oh yes, I agree, and based on your description, I know what you are talking about. Yes, you cannot advance that plotline without having anal with Kali.
Runey, he is talking about advancing Lucia, a side story. At some point, Lucy teases Kali about anal, and that's when Kali decides to bring up the pillory from the dungeon, and get fucked in the ass while having a ball gag in her mouth in front of Lucia. That cannot be done without having anal with Kali, so he is stuck there.