While I think a full-on harem wouldn't fit, I think that the setting and several characters are a lot more open to casual CNM than you seem to be interpreting.
It's mentioned several times, including by Vel, that sex is a more casual affair for vampires than for humans compared to sharing blood. There's the hunter group sex scene. There's a later scene where under certain situations Mal can watch Vel and Sylvia have sex where Vel comments that the hint of jealousy is part of the fun. If you're on Ash and Vel's paths mid-game, Vel does make the comment about 'bowing out gracefully', but my interpretation of that scene was her offering because being Vel's ghoul might have been interfering with Mal's relationship with Ash in an unnatural way by influencing Mal's emotions.
There's some limits, but you actually can sleep around quite a bit until basically picking your ending with the Librarian's choice. That includes picking Ash even if you've slept with multiple other people before that, so I wouldn't say it's accurate that she dumps Mal if she sleeps with anyone else.
Furthermore, if you pick Vel's option at the Library, the vision that you get is basically that Mal might have a harem or at a minimum many lovers in her life.
Later on, if you meet certain requirements, every LI except Trin gives consent for Mal to have sex with Lucille as well, and that's after they are calling each other girlfriend. And it's implied that there's an open invitation for Mal to bring her girlfriend by next time for a threesome with Lucile instead.
So while I agree a full harem would feel weird for multiple reasons, more casual CNM or small polycules wouldn't feel out of place to me.
