As a Korean, I can tell you that most of these titles aren't actually misleading at all in their native language! The English translation MAKES it sound misleading because of the pseudo meanings some of these words/phrases carry.
For example, "Closet" literally means a cabinet for clothes and nothing else in Korean. There aren't any innuendos that can be suggested like English. The word itself also carries traditional vibes, the closer translation (in feeling) would be something like cabinet. But unfortunately, closet is the correct translation.
Evil empress...the word "evil" is probably the issue here! The Korean word being used here for "evil," 악녀, means "evil female" and it's often used by males to describe a female (it's almost like the English word "bitch" in tone, but it's not a swear word and it's not used as much). Hence when I read it in Korean, I don't get the same vibe I get in English.
Third one is tough to explain, but when the word "my" is attached to family members, the tone changes in Korean. It becomes a lot more...genuine? Think of it this way, the word being used here for sister (언니) isn't limited to family members; it can actually indicate any female older than the speaking female in Korean. Hence, "Sisters are weird" is completely different from "My sisters are weird."
"Another" is the problem in this one. The Korean word here for another (다른) doesn't actually mean "another," but rather, "different." Another makes it sound like the speaker is a man and they're marrying another man, while the original title makes that assumption impossible. It should really be "Marrying a Different Man."
That being said, some stories do have innuendos and some stories outright hint at themes like this, but for some reason don't portray it. You can blame this on Korean media's tendency to normalize heterosexuality and pathologize everything else.