During The Hero Project: Why is Black Magic willing to forgive you for stabbing your best friend in the back when no one else, not even Lucky, is? Because they themselves know what it's like to have to choose between your morals and your dreams—they have to do so every single day thanks to the nature of their Powers!
In The Hero Unmasked!: If you decide to romance Firebrand in the end, after taking up your own hero persona or double as the Swashbuckler, the text makes him look very very clueless about who you are. Until you realize that he has proven to be very clever and a tease. He probably knows exactly who are (and by extension who the Swashbuckler is) and elects to keep it to himself, 'cause where'd be the fun in that?
In The Hero Unmasked!: There's a throwaway sentence when you are in the catacombs saying that you hear a sound down a path that sounds too large for a rat and not big enough for a sewergator just before you run into the mayor. In most endings your twin has been held captive in the catacombs, so there's a chance it was them you heard. Extra points if the mayor turns out to be the M/Patriarch. Chance is they were not looking for you AT ALL.
Also in The Hero Unmasked!: In one possible ending it might easily be that not only did you merge with your twin, but with the M/Patriarch, too, and they are still pulling strings without you being aware of it.
In Choice of Romance, the game is trying to be the Tudor court in a magical, gender-equal world, with a dash of Jane Austen tropes, so it has to completely ignore the fact that your character could quite easily be a formidable Magic Knight who, if they failed to make an appropriate marriage and the Sahran war broke out, could go south to win recognition and an estate for themself instead of being handed off to a random old person who smells like a goat.
Possibly because the family is destitute and needs funds now, not at the end of a war. While the protagonist could certainly be a skilled soldier and win fortune, it would probably take time their family doesn't have.