There are a bunch of open questions:
1. How are women in this world born? What exactly is the castle they all come from? Given the advanced tech in the place Nishina was being kept, maybe some kind of cloning facility?
2. Who/what exactly is the Empress? How much of the truth of this world does she know? How much of this world's situation is she responsible for?
3. How much do the Upper Guardians know? As Piano noted, they didn't seem surprised at all when told that mating with the male can remove the curse.
4. What exactly is the curse? What caused it? Was it really Nishina?
5. What happened to Nishina? What did she do to end up in that chamber? Clearly she did SOMETHING because even after 3,000 years those elves were so scared of just seeing her face that they instantly ran.
6. What are the witches? Where did they come from?
7. What are the land-bound gods? Why did Genius the bird god at the beginning instantly recognize that Youta came from Earth? Speaking of that, the way Genius said it made it sound like Earth is another world from this one, when later chapters make it seem like this is Earth's future. What's the deal?
8. Who was the man who came 3,000 years ago? Is he related to Youta? Was it somehow Youta himself and he just lost his memories?
9. It seems like Lilia is the rag-doll person, but how is she traveling into the past/alternate world? Why can't anyone but Youta see her?
10. Why was the rag-doll person covered in blood the first time it appeared in Youta's "real" world?
11. And why? The obvious reason is to save the women of her world, but why is she going after Youta specifically? Why not just grab any man? Is it some kind of time loop thing where she has to get Youta because Youta was the one who came?
12. I can't remember pregnancy ever being discussed despite Youta having unprotected sex with many women. Are any getting pregnant? Are they somehow sterile?
13. Who was the woman Youta saw briefly the first time he traveled to the fantasy world (Chapter 1 p. 9)?
14. Why do the people of this world speak and write in Japanese?
15. What exactly are the Kall? Did the men of this world get turned into them somehow?