I did some research and found out that Geneon is handling the DVD rights in Japan. Perhaps that answers the question. If they can release ultraviolent titles like Hellsing and Paranoia Agent, as well as excessively ecchi titles like Ikki Tousen and Hanaukyo Maid Team: La Verite, licensing Bokusatsu Tenshi Dokuro-chan should be no problem.
But then again, who's actually gonna buy it?
Somebody had to like it enough for it to get made in the first place. Plus, I know enough people who have no taste when it comes to anime. You know the kind who think, "If it comes from Japan, it's automatically good."