Thinking of plot holes in the Ninja Village, I did a little double take at the start of the last scroll...


"Can I have your t-shirt as a souvenir?" "Sure here you go" so you give the t-shirt to her, and then in the very next image you're crawling through a tunnel with the shirt back on.


Perhaps the reason Jessie doesn't join your harem in world 3 is you give her a gift and then take it back straight away like an asshole.