Happened to me too. ("The Goada are sexually liberal, but this is not something that is common with us.") Also interestingly enough starting an Open relationship first and then using the PC to make it Harem makes 2 entries for Isutyr in the 'All relationships' option, whereas if you set 'Harem' using the PC without establishing a different relationship with her first 'Modify/Start' will then redirect to the 'Talk' menu .
P.S. Windress doesn't seem open to the idea either and same stuff as Isutyr happens if you cheat it in. Unless I have to do a quest first or something.
P.P.S. Starting open with Isutyr, then cheating in harem, then breaking up open and then cheating in harem again will somehow fix it all. And somehow fixed Windress' too? I'm not sure how that happened but at this point I'm too scared to experiment further.