Aside from Azzy herself (who can be a bimbo companion via armor set as mentioned) the main thing you lose out on would be Liaden's parts of the new Dawnsword quests, where if she ends up with the good old glowstick instead of your character, you get a very good magic ring instead.
But in general I don't really do the corrupt options any longer even on my Dark Knights except sex Kas and minor inconsequential things like slurp El's nasty buttjuices or similar. It's just not worth it considering they just cut off a lot of content without adding much at all, and in one case with a certain lovely pony just ends on a cliffhanger that's been left there for years at this point. I just headcanon that my DKs have ulterior motives for one thing or another, like bimbo hornets being too hard to keep controlled, or demon centaurs causing too much chaos and trade issues.