Issei, while being a pervert who frequently yells about a harem, never actually tries to add any girls to his harem or even considers it. In addition, his most admirable quality, in Ddraig's opinion, is that he never becomes arrogant or full of himself, so I can't imagine him challenge Diabolos to impressed girl in orders to add them into his harem, especially without boosted gear, for all of his flaws, he is also skill tactician in battle that capable to outsmart Vali, hero faction, cao cao and Rias.