Getting "close" with the various women unlocks special perks.

Scarlet       - Exclusive Interview / +5 Endurance, +500 XP.
All 4 women   - Ladies Man / +5 AP.
No romances   - No Time for love / +20 Endurance, 20% Endurance Recharge.
Mina          - Office Romance / +5 Endurance, +500 XP.
Madison       - Romance / +5 Endurance, +500 XP.
Turn down SIE - Thanks but no Thanks / -5% cooldown on Evasion and Iron Will.