I mean, has he canonically had sex with any of the girls? Apart from Azazel implying she's done "things", I'm not sure if the game or the comics hinted at it yet.

They seem to just sort of live in his house, eat his food, and they do activities together sometimes.

Clearly the guy's waiting until marriage. The good, Christian way.

Well, it's the same difference between being woken up by the slowly rising sun with the gentle sound of birdsong compared to someone kicking your bedroom door open whilst aggressively playing the kazoo.

One is a steady, natural progression that is comfortable and the other is a nasty, unwelcome shock.