On the first night with Sherry, when talking about the morning/evening kissing ritual, he kissed Sherry first, ignoring Roxanne's seniority, so she freaked out, and he had to improvise on the fly, making up the rule that the goodnight order should be reversed.
I have a very detailed scene in my mind of the MC explaining to Sherry the concept of a double blind experiment and how it could be applied to verifying his ability to see empty slots... too bad it'll probably never get written.
Insecurity is not rational, it just eats at you when you feel insecure. She's got to be a successful Master Smith since she's been hanging with Michio, but the feeling of being not good enough is ingrained too deep to just go away. There are no therapists in this world, and Michio sucks horribly...
Well, up until now we were all assuming that whatever happens with those magical girls is a part of Venalita's original plan and serves his goals directly. Also we used to see Sister as a minor servant in his service, not with much agenda of her own. To suggest that capturing magical girls might...
That would be a sufficient explanation for why the author did it, but not the in-world explanation why it was necessary.
What I really don't get, though, is how someone with Holy/Sister's personality and vivacity became a TV celebrity.