The idea of the trilogy was to be focused towards an adult audience. The first two (1001 Nights and Cleopatra) are essentially comedy ecchi films and there are scenes with naked girls here which are pretty basic designs, and the experimental sex scenes are rather complex but very well-drawn and I guess psychedelic is the best way to describe it. The third film Belladonna of Sadness took a more serious approach since the animation studio went bankrupt and used a very different and unique artstyle which worked really well. Props to the music composer as each of these films do have some pretty good music.
Each film does have a plot but Cleopatra's was the weakest since it was all over the place.
Of course I'm not the best reviewer out there (and I probably missed the point you were asking) but these are just my thoughts. Heck if you haven't seen them before, here's some trailers to get an idea on what they each are (NSFW):