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Every game has a "Groundhog Day" Loop.
The protagonist faces a repeat of the same day/situation and is unable to break the loop. Mix Ore proves that this theory may be true as Kantarou is doomed to repeat the cycle of getting amnesia and enduring the torment that his selected girl provides. This may explain why the characters' eyes are dull and why they look so unhappy.

The male characters are all connected in some way.
They share a similar suffix at the end of their names and a majority of them have a Yandere girl to deal with. They're also teenage boys who share the same face.

There's an unknown force against the protagonists.
Consider this: there are only two types of endings available (True and Bad). Someone has to consider these endings the only options available for the characters.

The Big Bad of the games is Mobius, who is disguised as the savepoint bunny.

This ties in all of the theories above, and explains everything about the games.

The bunny looks like just a savepoint character, but how does it even posses that power? Well, in The Witch's House, the Cat demon had the power to reverse time to an earlier ‘savepoint’. A similar thing is going on here. Mobius makes a pact with the girls, and creates a "Groundhog Day" Loop that lasts until the girl is satisfied, which usually happens in the Golden Ending. This also explains why all the girls are Yanderes; Mobius either corrupts them through the deal or deliberately seeks out those kind of girls to contract with. And it explains why the girls in Yanderella knew about the ‘loops’; they both made a pact with Mobius and were aware of the details.

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Now as for what the bunny demon was doing in the forest; it’s hinted that the ‘Red Riding Hood’ thing was some kind of human trafficking operation, so perhaps that’s where the demon originally lived, and it’s job was to make sure that both the grandma and the woodsman/kidnapper got a steady supply of victims. That is, until the ‘mother’ decides to rebel, and gives her soul so that one girl may end things. So the bunny protects the blonde girl till the Golden Ending, because Mobius is a demon bunny of thier word.

Now, why do all the protagonists look the same? Perhaps they’re escapees from the trafficking operation. Or perhaps they’re brothers living in the same area, maybe even from the family that was running the trafficking operation. Or perhaps they’re all the same person who gets thier memories erased by Mobius every time a game/loop is completed. Either way, Mobius seems to know them, since they “offer their save point services” to them.

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Now as for why Mobius is doing all this, that’s a mystery. Possible motives:

Adding to the above, the bunny is the White Rabbit from Alice Mare.
I mean, a demon bunny rabbit? Surely that can’t be a coincidence!

The protagonists are aware that they are in a video game/visual novel where there is no happy ending or escape.
This also explains why the protagonists look so depressed. It's similar to Sans in every run who is aware that they are in a game and that everything will reset and change with every playthrough. These characters have lived through several runs of their story and have become numb to the events, especially if they have died before. Despite that, they still narrate as if this is the first time they're telling their story. They have accepted their fate and are not bothering to find a way out of this eternal nightmare.
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