I prefer harems for a couple of reasons.
1. I generally like to have the option to only play a game once. Games that force multiple playthrough, I generally find boring. (Roguelike are generally an exception to that rule, but I haven't encountered many of those)
2. I prefer to have relationships with the girls I have sex with, and in adult games, you tend to sleep with a lot of people. Lots of relationships go hand in hand with having a harem.
3. Generally games where you have to choose include pretty developped choice trees, and while I like playing visual novels, they are pretty much akin to books. I don't dislike having some choices, however I really don't like having to navigate complex ecostsystems of choices. I know that sometimes people like to have 'difficult' choices in their VN games, however, personally I prefer to just enjoy the story and the beautiful renders, because if I wanted gameplay I'd go play doom, terraria or something like that instead. I have played many games where you have to have a walkthrough just to get the route with the girl you're looking to romance, and honestly it doesn't feel good at all. (To me, anyway. I understand that I am me and other people are themselves, so my tastes are not universal.)
I'd rather just have all routes open instead of having to solve a puzzle to get where I want to.
This being said, I do like having the choice whether to include a girl or not in my harem. That I believe is pretty cool.