Actually no, that story does not appear anywhere. The "xtag" and "our Lady" parts show that is was supposed to be in Hades, but apparently it was left out.
Likely because in order to really do it justice, the game would need a higher age rating. Especially the part how she was conceived in the first place.
Items like "Demeter's Sorrow" (=Wintertime, when Kore is Persephone - also why she is "the breath of spring") allude to it, though, and the shrine in Corinth (which really existed btw) gives some pretty big hints that there is a gruesome story to be found behind it all.