Ultimately the problem is while Sophia and Aurora seem okay with the poly route, Olivia is monogamous and this is producing...problems. she's the acknowledgement that Machino's relationship with the heroines is abnormal when translated outside of the context of a video game.
It doesn't necessarily seem normal within Celestia either. There's no indication of a harem route, and Machino's entire conflict in the first chapter is her inability to decide which of the heroines she wants to choose.
To me the setup seems to pretty obviously be "if you can't choose one in the game, choose them all in real life." But there's bound to be at least some level of discontent considering the fact that the characters from within the game have all believed themselves to be close to Machino on an individual level, rather than collectively.
Sophia is a bundle of love who seems to take a more-the-merrier approach, and Aurora is lascivious and practically ageless meaning her sense of morality probably differs pretty heavily from the norm, so their willingness makes sense. But given Olivia's personality it also makes sense that she'll need some sort of character arc to come around to the whole affair. Otherwise her agreeing to a polyamorous relationship will feel like nothing more than forced acquiescence, which really wouldn't be fair to her character.
I trust the series to handle this well going forward, though. So far it's been very thoughtfully written and I think the author has a solid plan in mind for these characters and their arcs.
Also I just wanted to point out that I called Aurora masquerading as a stray cat last chapter.