This review will cover both the anime and game.
Kyonyuu Fantasy was marketed as nukige, or a hentai game where you mostly turn your brain off and enjoy the sex scenes if the fetishes depicted are your thing, and if the first exposure you had to this game was via it's anime adaptation, it would lead one to the same conclusion.
However, I would disagree.
The gameplay is typical visual novel fare, the choices are few and obvious, and the replay value isn't outstanding.
Regardless, it wins high marks for plot and setting, where it takes a basic High Fantasy setting and instead mostly uses it a backdrop for a lot of Game of Thrones style political intrigue, though it's not as dark as GoT, though it gets there at times. It also gleefully subverts the "demons are always evil" trope in one route, and considering the most evil done in the setting is done by humans, it poses an interesting moral question with the suggested answer that while the races depicted are certainly capable of doing horrible things, simply assuming one or the other is wholly evil is bigoted and falls more to the choices one makes that determines whether you'll pet puppies or kick them.
It also wins high marks for mostly allowing the player to skip past the sex scenes while still making them somewhat plot relevant anyway, which is rather odd for a nukige, where the story is supposed to be a mere vehicle to deliver the porn, but in this one a few subtle story clues can be found in the porn scenes, but skipping past them doesn't really hurt the enjoyment of the non-porn parts, which are surprisingly well thought out for a nukige.
It's also surprisingly funny, with many scenes being absurdly hilarious, and the main protagonist is typically faceless (with his hair obscuring his eyes), but is still very likable for a H-game protagonist.
The anime adaptation adapts the first few arcs of the game in a greatly compressed format and leaves quite a lot of plot and character details out, and is portrays Lute Henge as a far more callous guy than he is in the game, and most of the hatedom of his character can be laid at the feet of the anime OVA, which skips the rather good plot the game had and just skips to the sex scenes. It's decent on that front, but unremarkable otherwise, and the game does everything better.
I tend to play these sorts of game with the music and voices off, but neither are terrible nor awesome in my opinion.
Overall, though, the experience was well worth my time, and if you have a big breasts and paizuri fetish, the sex scenes will definitely appeal to you, and if you actually came for the plot and humor, it's actually pretty good on that score as well.
It's definitely worth playing for all the scenes at least once, and I hope the even better sequels and related spinoffs get an official English translation, though given some minor typos in this game, they could stand to give any sequels a slightly more rigorous editing.