I never concern myself about which routes are canon, which are impossible, etc. I treat all routes exactly the same, whether they're in a typical multi-route moege or if it's g-senjou no maou. It's all fiction, it's all fake, none of it ever feels "real" to me in the context you describe. So I don't get bothered by some routes obviously taking a backseat to others in a game's canon. The only time that bothers me is when it's clear those routes had very little effort put into them and they feel like stub routes.
G-Senjou no Maou's routes were pretty much fine in this regard, they all told somewhat involved and interesting stories, even if the most complicated story was obviously the true route. In Eustia, I've only played the partial patch so I've only read the Fiona route, which was really disappointingly short and uneventful. It's not the fact that the game will move on and progress the story past those points which bothers me, it's the fact that Eustia's routes are just bad which bothers me.