@Wolvenworks
A while after Yunyun's introduction, Kazuma was supposed to find her alone during a minor festival. Feeling bad for her, and he accompanied her, and got to know her, giving her an overall good impression of him. The anime cut this, and gave us a crystal ball mutual suicide of cringe-worthy embarrassment.
That aside, Yunyun receives a letter from her village, something about her father dying, requesting to see a grand child. Yunyun, being the good child she is, is left with no choice but to go to the only man she knows for the request. However, they immediately disagree. Kazuma wants a cute daughter to spoil, while Yunyun wants to give birth to a boy, who would bear the destiny to save the world.
On the topic of harems, Kazuma's devoted big 3 are Megumin, Iris, and Darkness. Aqua is a no-go, and Eris's position is vague. Yunyun backs off to respect Megumin's feelings.
@art17
It's more of a red herring, or a bait and switch. They leave for their hometown at Yunyun's call for adventure, but the volume ends up being Megumin focused.