Disgaea 2/WMG

Rozalin is Going Commando

 * Just look at her reaction in the one-time-only tutorial, and every time she's picked up. That's the look of sheer embarrassment folks. I think there's something more (less?) going on that just being touched by a peasant like Adell.

Adell isn't wearing a tie
Rather, that's a part of his body. If you'll notice, his parents are also wearing ties, despite their shrouded-and-masked appearance and it being incongruous for ALL of them- one would be a coincidence, but all three means there's some other reason. The only reasonable explanation is that their particular species of demon has a large wattle that looks remarkably similar to a tie. He either thinks its a real tie, that all ties are like that, or doesn't know what real humans look like due to Zenon's curse; presumably he figures it out eventually offscreen postgame.
 * Nah, it's a regular tie. If you've read the manga adaptation, you'd see that he's picked up the habit from his father, and the fact that they all wear 'em connects them in some way.