Fridge Horror: Sanada's Cat-Ear Gun. Several perfectly innocent girls fall victim to it, turning them into Catgirl Maids enslaved to Sanada and the Royal House of Valhalla. It's all fun, games, and blatant Fanservice in the show, but if you think about it a bit, those girls had their DNA rewritten and now function as unpaid, mind-controlled labor at the bathhouse. They still have their ordinary lives, surrounded by people who have no idea what happened to them and just think they're making a fashion-statement with their new ears, but at any time, they may be called away from their life to serve their true master. They have no choice in the matter. That's... kind of bad, isn't it?
Rika is aware of this, but decides not to say anything since they work at the bathhouse for free.
Or what about all the civilians that would have been in the targeted area when Little Val accidentally turned on the weapons systems of Hydra's ship? The MST3K Mantra seems to be physical law in this series.
Averted: The ADV release of the series on DVD included some World Notes from the creators about the series setting that mention Valhalla uses primarily machines for their military forces. Their fighters are specifically mentioned as using machine pilots. As for the town, must be like the Hulk franchise, everyone just gets really lucky.
Too Cool To Stay Fused: Akidra is a Game Breaker that's so powerful (well not by Dragon Ball Z standards, but nevertheless) that she had to have a restriction of the two involved in her fusion to not be on equal terms, a twist on the usual concept.
They Wasted a Perfectly Good Character: So Kazuto has half of the soul of an alien princess from a planet inspired by Norse mythology. But he's used as a Transformation Trinket instead. So much could have been made out of that plot point.