These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Big Lipped Alligator Moment: Blaze has a dream in Project Y where she has rough sex with Shiva at a bus stop in the rain, following which she gets consumed by her growing powers and proceeds to lay waste to everything in sight. Upon waking up, she concedes that it was a really messed-up dream, and it never gets referenced again for the rest of the saga (although it was partially influenced by her legitimate worry about whether she'd be able to control her developing Ki Attacks).
Complete Monster: Several examples throughout the saga, all associated (directly or indirectly) with the Syndicate.
Mr. X, even more so than how he's portrayed in canon. He ordered the massacre of Blaze's entire tribe because he wanted the land they were on and also to get genetic material for his scientists' experiments, then set Blaze up to be imprisoned in the insane asylum in order to use her as a guinea pig for the Fire drug experiments and to keep her from revealing the truth of the aforementioned massacre...and that's just what's revealed in the second story, Origins.
Dr. Simon Jerrin, one of the asylum's resident doctors in Origins. He rapes a captive 12-year-old Blaze, and the narrative indicates that it's not the first time he's done it to her.
Dreadnought, the titular villain in The Rise of Dreadnought. He was a Mad Scientist who performed vile experiments on captives of the Nazi regime during World War 2, and in the present day he's an Omnicidal Maniac who seeks to bomb strategic locations as a way of asserting his power starting with the state of Florida via his Weapon of Mass Destruction.
Shiva in Duality. He's prepared to throw Blaze to the Syndicate mooks to be gang-raped, plus he's quite willing to fire a black-hole-causing cannon that will cause Earth to implode on itself. Oh, and blowing up an entire city in The New Syndicate would qualify, too.
Enigma, the final Big Bad of the saga. When your master plan is to merge Earth with a hellish dimension, you qualify.
Ensemble Darkhorse: Joe Musashi is quite popular with fans of the saga, which in turn influenced his many recurring appearances and his being one of two major characters to survive to the end of Behind the World.
True Art Is Angsty: Matthew Drury's admitted philosophy regarding stories in general; hence, why the saga on a whole ends the way it does (particularly Behind the World).
What Do You Mean, It's Not for Kids?: Although based on the popular Beat 'em Up game series (which itself got various kid-friendly ratings from being for all ages to being for ages 12 and up), this entire saga is decidedly not child-friendly, what with its raw adult language, explicit sexual activity (consensual and not), graphic descriptions of death, blood and gore, Nightmare Fuel-inducing mutilations...yeah. There's even an advisory at the Streets of Rage Online website, where the story can be downloaded, expressedly warning visitors under age 18 not to download or read the story.