Well, we got an explanation, but I'm not sure I want it anymore. Apparently our buxom, bad-ass, hard-drinking (and in this episode, a raging lesbian) heroine Rin is immortal because her body absorbed a "time spore." Her loli partner is also immortal, by the way. But only women become immortal - when men absorb a time spore, they turn into superhuman beasts driven only by their base instincts. And they're called "angels." Female immortals have an uncontrollable sexual attraction to these angels, only to be "embraced" and then eaten alive by them.
Astounding. I have to admit I'm a little impressed. It takes a lot of creativity and chutzpah (mainly the chutzpah) to take that many ridiculous cliches and throw them out there with a straight face. There also some plot about a girl's brother turning into an angel and some assassin who demands to be paid in rare stamps, as well as some more indulgence in pain porn, but the exposition is the real point of this episode.
I'm half-tempted to continue with the show just to see how ridiculous it can get (and because it is gorgeously animated), but episode 2 managed to remove just about everything of interest from the show and replace it with cartoonish lesbianism and a monster that would have been embarrassed to be in Devil Man. It's basically hentai without the sex. What's the point in that? Not recommended unless that's what you want.