I feel that too. For me good characters are what make good story, most of the time. And how someone can say stuff like "i love you with all my heart", "i can't get enough", stuff like that and banging 5+ woman at the same time?
You can really romance multiple woman, doesn't mean it will end well. Most of the time trouple or more end poorly and they are frustrated person on the harem. I know it's just one exemple (i know other exemples) but this one make my mark when i was young. My uncle was in a trouple relationship with a married woman and her husband. They lived together and i didn't even understand what they where at the time (my parents didn't explain ). On the surface everything was fine but the husband suicide himself when i was around 4 or 5 i guess. The worst part of it? The trouple did have KIDS! Yeah to each their own and i can't generalize from exemples but sometime honesty isn't part of the deal in these IRL harem.
For me, i've yet to find a romance who work with harem. Like i said earlier, how can you say that you love someone very much, that you will be forever here for her, etc... and banging someone else the next day? Yeah it can work i suppose but you will be on the superficial level with each woman. You can't be with each woman "until death do us part" if you have already have to separate your time with multiple woman. In essence, having multiple romance at the same time weaken each of these romance.
Also it's weird if the woman herself aren't getting in love with each other too. If trouple count, some game are really trying like BaDIK, but i'm not sure we are here to my liking yet. (and i'm not sure the dev will not end the trouple whatever you do)
So i don't close the door to be able to see a good harem with romance one day; but i don't think i will find that.