Oh I see what you mean. I guess that could be excused by all the confidence he gains with all that happens to him in Eternum. It's also an usual trope, the hero that gain more and more confidence as the story progress, with all the fights, the dangers etc. That plus the fact that she's clearly and heavily flirting, practically telling him to go for it.
As for Dalia and Penelope, I believe he does check with Dalia during the beach scene when she says let's do it, that's when she justify wanting to do it with the "you make me feel more confident" and all that nice stuff. As for Penelope there's only one scene really and it's the photoshoot where he actually is uncomfortable and not familiar and she's the one who insists on taking the photos.
I get what you mean though, Nancy could have been more "in control" with a more surprised and less jarring Orion, even if he doesn't reject her. The photoshoot with Penelope is a good comparison for what you're saying. Yeah, maybe he could have been more like this in the Nancy scene too.
It didn't bother me much though, as long as it can be justified with how the characters feel I'm fine with it. All the "good girls" with Annie bothered me more but I basically replaced them in my script
. Talking about it because it seems like the same "symptom" of Orion become more and more dominant in the last two updates, even when it's a little pushy or unecessary.