I kinda figured that Grand Fire Dragon Princess wasn't a harem-friendly character.
Still don't think Merchant boy is a good choice for anyone, though. And hero is ... well just an infuriating romantic character worse than a dense protag, since he's basically already married and still ain't progressing the relationship. + mistress on the side who isn't getting any action either.
Anyways, don't expect it to get any better. I've read the other "versions" of this series and there was no satisfying romantic ending for the Hero/Maou. So this one probably won't either.