I wonder what Vena's endgame is here. Best case scenario, they're grooming Utena to be a different kind of leader who brokers peace between magical girls and villainesses and creates a decent compromise between magical girls being bound to purity and villainesses being defined by desire. Worst-case scenario, they're looking to use Utena's power to control everyone and everything, deliberately encouraging her kinkiness so that she subjugates anyone smart enough to see through Vena's plan.
I feel like they might end up being the final boss of the series, since mascots are constructs of pure energy that can't exactly be pleasured, but will then take a human form to signify the peak of their power, playing right into Utena's hands as she uses the power of all her sex slaves to turn the solar system into anal beads and ravage Vena with them.
As for Vena's identity, I don't think they're merely members of an alien species, but might in fact be the spirit form of someone from very long ago- maybe the first villainess, or the first magical girl to fall into debauchery. On the other hand, considering the color scheme, the stars, and the fact that they can instantly discern Utena's true nature with no prior evidence of her being into S&M, I wonder if Vena is actually just Utena from the future disguised as a familiar, engineering her own path to glory.
