Saw the reviews wanted to try this game
can we pursue multiple Li at once? or one li on one playthrough?
The way it works is you can pursue, or reject, one/some/most/all of the LI's at once up to a certain point in the game. At that point you have to pick a branch where you only follow 1 LI's story, while the other LI's are relegated to normal story/game NPC's with no romance option.
However the dev has stated that once all LI's individual story lines are done they will be adding in a harem story line for those who want to go for that.
Note: You don't have to replay the whole game for each LI's story line. Just play once up to the pivotal choice, as the game will ask on all new start games whether you want to start at the start or at the choice - so you can either just save at the choice, or start a new game and select to start at the choice.