Well in the wn he keeps internally monologuing about how he only needs extra party members for combat party reasons
And how they must be girls
Pretty obvious he's in denial (a cheap denial)
he wants a sex slave harem, period.
EDIT: he's a self tsundere too: every time is like "i absolutely need more party members/slaves, it's not like i want them, i just need to raise my party strength" and shit like they must be girls because whatever, and monolgues about how roxanne might feel about it but it's ok