Sophia's personality differences make more sense when you consider who made Fortune Lover in this fic. Acchan wasn't an otome geek, she was a Hidetaka Miyazaki geek. It makes more sense that she'd be the kind of person who would study and understand firearms.
Katarina assumes that Maria will eventually show up for the Vacation DLC. However, the arc is built from the ground up around Katarina, being about her family and her mother's past, with no spot for Maria to slot in. Presumably in the "real game" this always was a Katarina DLC, one where her loving extended family would break her and her mother out of their shells and let them finally find some happiness.
The fact that absolutely everyone assumes that Katarina is completely innocent of sex isn't just a reference to her childlike demeanor; her mother likely never gave her The Talk. Of course, her memories from her past life mean she would have received a normal Japanese sexual education, which is why she doesn't actually have any trouble recognizing what's happening when her mother drags her father off to the bedroom.
Fridge Horror:
There's a lot of horror from being the sequel to Dark Souls. Just to start with? No one is particularly surprised when Maria fights monsters or people turn into demons. It's treated as "that's a thing that happens."
