In the Kung Fu chapter, the Master's school is attacked and two of his students end up dying in an unfair fight. One student manages to survive and the brilliance appears, when one remembers that each training session has the Master be able to fight four battles in total. Meaning, even if the Master/player trained each pupil evenly, one of them always had one extra training session than the others, likely giving them enough training to avoid dying.
It seems rather jarring (although not unexpected for RPG standards) for Oersted a.k.a. Odio, the friggin Demon King, to be beatable. However, recall Uranus and Hash's words: "As long as there is someone who believes in you". The little kid does in fact still believe in him, even after his death. No wonder Odio is beatable. He wasn't being hated enough.
The main theme is somewhat strange compared to most RPG themes, in that it starts out strong before it gets to the main melody, instead of building up to it. This is because the main theme is actually half of a song, starting roughly in the middle. The first half? "Wings that Never Reach," aka Oersted's Theme. Part of the latter song has the exact same notes as the first part of the former, as if they were meant to segue directly from one to the other.
In the start of Oersted's chapter, Oersted was placed on the left side, the West side of the battle arena, and Straybow on the right, East side. Later, after Alicia is kidnapped, we get a short narration detailing the Demon in the east, and the hero destined to slay the Demon in the west. It's subtle, but it really seems like foreshadowing Straybow's betrayal.
When Oersted and his party enter the demon's mountain for the first time, Hash opens the entrance with his sword, the Brion, while saying that the passage only opens for true demon slayers. This might be an early warning of Oersted turning into a demon by the end of the chapter, since he cannot open the passage by himself, signaling he is not a "true demon slayer".
In all honesty, Alicia rejecting Oersted makes a lot of sense when you put the pieces together. Oersted and Alicia were newlyweds and didn't have enough time or chemistry to develop their feelings together. Oersted won her literally by winning the tournament, so Alicia would look like a 'prize woman' for him. When she's kidnapped, her psyche would be damaged and be in distress that she would want someone to rescue her and fast. She hoped it would be Oersted, but it was Straybow. In other words, Straybow has the advantage of actually pulling a Rescue Romance and it would be easier for Alicia to sympathize with Straybow more. Really, in the eyes of Alicia, Straybow was the one who risked his ass to 'save' her or actually give her a damn, while Oersted looked like he gave up on the first try... and he was supposed to be her husband. Who she just met and probably interacted with in about a day... Yeah.
The Giant Space Flea from Nowhere that is Odie Oldbright, oddly enough. At first, it appears that his name being alliterative is just Added Alliterative Appeal and to be different from Ode Iou in that the last name doesn't form "Odio" phonetically. Look at that last name, though - Oldbright. As in, old-bright, something bright being old. What do people think when they hear that something is old? It's irrelevant or otherwise overshadowed by new developments, much like Oersted (and whatever brightness as a Knight in Shining Armor he may have had) has been 'overshadowed' by Odio.
In Cube's scenario, the text between the second and third part of the credits says what happened to the crew. The dead crewmembers' bodies have been buried, Kato is still injured but in medical treatment and Corporal Darth has retired from the military and begun to focus on the development of medical robots. Then they mention that a worker robot by the name of Cube has been found as well. The horror steps in, when the credits continue with the background music that played when something horrible was going on during the scenario. Is the game likely implying that the worker robot found was the 'Cube' robot that had been controlled by OD-10... and was back to working?
The availability of the command Armageddon to the player and its effect, as well as the knowledge of how it becomes available for the player to use, makes you wonder: what if Odio's incarnations could've used it at any time when they were losing then, too?