The premise of the Duel Monster's Spirit Worlds provide a lot of potential for future stories and anime, especially if one is aware of the lore behind the cards and characters. For hentai, I could see a lot of different genres come from this fantasy and sci-fi setting.
Just to name a few: The Worms or Aliens invade different territories to expand their empire or species, capturing people to turn into mutated monsters or breeding stock. The Legendary Six Samurai members, Mizuho and Shinai, as lovers in the lore could have a vanilla doujin where they make love prior to Shinai's death at a latter battle. Elemental Hero Burstinatrix is defeated and raped by a gang of monsters. Magical Scientist looking to experiment with new monster types, so he captures various female Duel Monsters and have them breed with goblins/orcs/fiends/beasts...
The possibilities and mix-and-matches are nearly endless.