As someone who has both studied psychology and suffers from anxiety, I think it's fair to say I understand anxiety.
But ...
The complaint as I see it is that there is no apparent evolution in his character. He's static. Abby's become more adventurous. Lilith has started opening up. Becca, well okay no real evolution there but her character doesn't need it. She's the driving force behind most, if not all, the other changes.
So why is his character the one that's stuck repeating the same thoughts?
You say that's because it is his character to be stuck repeating the same thoughts. I say that's a boring character. His being stuck on the same thoughts is inconsistent with the story direction. If he never changes, the ending of this story will be a bizarre and disturbing harem where he keeps fucking all the girls while thinking "this is so wrong, I shouldn't be doing this."
Slow character development along this path from "we shouldn't/can't do this" to "this is what we all want and it's good" is fine (and something I argued for not being a big problem before this update.) No character development is not. Both Abby and Becca have, in different ways, made it clear to him that what is happening in their respective storylines is okay. They want it. They want him to want it. It wouldn't be realistic for him to suddenly switch, but it would for him to become less anxious and more open.
And that's literally what we are asking for. Not "jump straight to him having no concerns" - just have some development in that direction.