Alternate Universe: It's implied the world of the game is one to our own reality, especially since it's mythology is heavily similar to Christianity, and the brassiere was also invented for the same reasons it was invented in Real Life.
More hints it's an AU are dropped towards the end of the royal commander route, where the legend of the Real Life founders of Ancient Rome is given explicit mention when Samshiel and Lute discuss the possibility of Princess Luserina being half-succubi.
Christianity: According to Shamshiel, the backstory for the world resembles that of Christianity, even mentioning the basics of the story of Noah's ark.
High Fantasy: To an almost cliche extreme, though that's just the setting itself, while the story itself happily plays with and subverts a lot of tropes related to said setting.
Schizo-Tech: The setting itself stays mostly within the realm of High Middle Age technology, save for what, to all known information suggests, 16th century level cannons. However, in the Harem Route the Prime Minister is revealed to be in possession of a multiple round combustion pistol, technology that would not exist in Real Life until the 19th century.