That's actually untrue, or at least imprecise.
First of all, yes it's true that in one run you can only fully pursue only one guy. There are no poly or harem runs (as far as we know) with the only exception of Ralf-Henrik if you want.
However, raising just the stats for the character you want to pursue is one of the worst things you can do in the game. This should happen only when you have to choose between raising the stats of your love interest and other people.
It doesn't happen that often though, most missions are personal to one of the nine, and in that case feel free to raise the stats of the other people. You might want to prefer Admiration over the other two maybe, because it has an impact from chapter 3 onwards (possibly Affection for Jorgen or Borge).
Also some of the love interests are attracted more to feminine qualities, other to masculine ones (and a couple have even no preference): you have to preferentially raise the one that is connected to the one you want to pursue, which is indeed femininity for Jorgen.
Also know that what's important is the absolute value, not the difference between the two (that is, the threshold for a specific scene might be, for example, Masculinity 60, not that masculinity is 25 points over femininity), so it doesn't harm in principle to raise both. Of course, if you are asked to choose between the two, go for the one that is favoured by your love interest.
And yes, you should be able to do every mission each chapter, it needs a bit of planning but it's doable. Various missions raise the basic stats (Charm/Fitness/Will) although don't expect to see them raised all the time.