You raise a good point. But at the same time, male/female biology is different. Most mammals are polygamous. Cheating on a guy is the worst thing you could do to him, whereas a woman would be more hurt if you punched her. In an ideal society, everyone would give their virginity to their spouse and be completely monogamous. Even if that's not our natural state as mammals, it creates the best all around experience for everyone. If one man were to marry 5 women, he might be able to satisfy them all, but then 4 guys would not be able to have kids. Whereas in a monogamous society, everyone is happy.
But I can also see why people's fantasies contain asynchronous gender standards. In most of these harem games, the women are portrayed as being happy, and it's instinctively believable to us that the protagonist is adored by all the women he dates. Whereas we know that a woman can only have one guy's kid, the MC can get everyone pregnant. We instinctively know that he's not cucking the extra women he dates. And you're not really cucking guys who were never dating those women in the first place. So most people do not feel a moral dilemma.