Yes I do, I actually play Dragon's Crown with both my parents, it's really quite fun. It's just button mashy enough that no one has to think too hard, but my dad is finally starting to understand what skills and specific builds are.
We're also all adults, I'm pretty sure they don't mind a little "fan-service" here or there. I've caught them watching some stupidly raunchy sitcoms on netflix anyway.
What are Dia's ships though? All I know of is Kanan, Mari, Chika, and Hanamaru while Riko has You, Chika, Kanan, Yoshiko, Maki*, and a few others I can't think of right now.
I guess it's nice you're that comfortable with your parents. I certainly wouldn't want to be in the same room with my parents and a fan-service anime, but then again we did see Shape of Water together so, YMMV