In future the game will have a scene replay: You will not need to replay the game again, it will read the gallery's progress and unlock the scenes you have seen automatically. That will make completing the game fully more worth it.
The way I see it, Harem is something of an end-game thing. Nazarick is way too busy and rushing everywhere, plus, with the pregnancy, Nazarick would become a small farm (Especially because more than a child is planned).
Ainz does not really see things in a sexual way until he transforms into human, he wants a wife for other, more logical, reasons.
-edit-
I am imagining all pregnant Pleiades fighting evileye and I am now dying.