I'm sure it'll get answered as I read on, but I'm curious why the hero's religion would preach chastity and asceticism, especially when the hero himself wanted a harem. It's possible he was looking for virgin women for his harem, and that got distorted as time went on, but how would that have gotten adapted into the religion?
This was also possibly answered in an earlier chapter as a throw-away line, and I've totally forgotten.