The game mostly focuses on a Princess' Personal Route then resets. Only Slave Owners get a harem...
As for why well
Though if you wanted to partially do a Route then turn Off these Switches if locked
Switch 1182 "Level 1 route"
Switch 1183 "Level 2 route"
Dog Princess' Yandere Events are set up a bit differently
As for collecting all the Princesses and having it carry over for New Game+ eh Cinder Ribbon does allow you to make Shadow Clones but Towerfag's Naming System might cause problems since two girls can't have the same name. Still got to collect them all