Touga followed Akio's orders and Anthy went against them in this episode, yet there isn't much difference in what they both got for it. Damned if you don't, damned if you do...

Both have to cope with this shit in their own ways and are too scared to beg for help.

Oh God, Utena told Anthy to come to her if she had a problem, and yet how could she ever come forward to her about this?! ;.;