The BDSM Book Game Over is an ending which occurs when the player walks into one of the traps in the Sealed Archives while the party is already low enough on health to finish them all off.
Being drained by the black tendrils, the Cutie Knights find themselves losing consciousness and dragged away. This is the last anyone ever sees of them.
Years later, a new team of Magical Girls enters the Sealed Archives, successfully managing to defeat the Magico inside. While leaving, one of them carries out a latex-bound book which caught her eye. Flipping through it, the team members find pictures of several girls in varying states of bondage, the long lost Cutie Knights.
This book would become a prized possession of the girl who stole it out of the library, eventually passing it on to a friend with similar tastes upon graduating. For years the book would trade hands, one girl even realizing she could summon the four girls from the pictures for "play sessions."
Much, much later still, the Director would eventually confiscate the book...