Oh. Well I could have sworn the tail option was the very first one I chose when I first encountered her, but I could easily be wrong on that. If all I have to do to get that tail is beat her up twice, welp, I got work to do....
EDIT: I don't want to deal with the full process for submitting a bug report, but I noticed this typo in the "Fuck Her" scene with the Painted Demon, and I thought it might be worth pointing out. The text apparently doesn't fully account for the presence of a second companion.
You weren’t exactly focused on the performance of your companions, but when you turn to see what she’s doing, you see her start to disentangle herself from her own demon-girl’s tight embrace, having just come to the conclusion of their own round of lovemaking.