Found it. Looks like you will have to unlock a few scenes yourself but those are easy. Just interact with the door and press the options needed.
I honestly haven't played enough to really know for sure myself as i only really started downloading and playing for Deborah but from what i can tell, Kuro and Deborah are more like separate standalones from the main game itself. There is no outside to their rooms. Its just that area. If you're confused as what to do next go to collection on the main screen and clicked on the locked icons. They should tell you what to do to unlock them (keep in mind even when it tells you to 'go confront the other witches' or something it'll just cut to a black screen before bringing you back to the room. Think of it like an in game loading screen to reload the room for the next events.)
I just figured it out and it's as you said. I beat lvl 3 and the door unlocked but it doesn't actually do anything.
While i haven't played the main game i believe that the point is that Kuro and Deborah are like event stories in your typical gacha game. The main game itself seems to have its own story so i'm guessing when she says "go fight the other witches" she's referring to the scenarios that happen in the main game and all her stuff is what happens during and in between them. If i had to guess the story the dev wanted to make was already completed but they still wanted to make more sense they already built this world and a combat system to go with it. The stuff with Kuro and Deborah is just stuff they're making after the fact.
it's so sad they moralf- about that, worst pirates ever
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