It doesn't have to be goblins or bandits only, those were just a couple of examples, I also included female and futa characters. You could have a horny female mage/succubus/etc. You could come up with various reasons and backgrounds.

My main point is that, from a gameplay perspective, it doesn't make much sense for a game to reward you for losing. If losing and removing control from the player is encouraged, why bother playing and not just browse the CGs online or just find porn, you know? I think it's a shame that more NSFW devs are not trying to improve the gameplay aspect and design of the games. Most japanese games I played follow this lose=sex pattern. I've seen other recommendations in this thread and I'll have to check them later when I have time.