"He'd save everyone and live happily ever after."
But you did? Or at least most of them, since there were casualties. The only thing left is the live happily ever after part. Despite everything Leon is still a hero and he's deluding himself thinking he's not.
Here comes the aggravating "am I worthy" BS most dumb harem protags spew. Him saying there are "better men out there" after he just saved the damn kingdom (that no other man could have done) and have two beautiful girls desperately chasing after him is just him willfully turning a blind eye to reality. It's infuriating and a downright insult to the girls' willful choice to love him.
Luxion is right, whether he is worthy of their love is something for the girls to decide. He has no right to one-sidedly decide for them who is worthy of their love or not. He can decide which girl is worthy for his own love, but not for the love that comes from someone else. Man, somehow I doubt he even heard that piece of advice. Gonna be disappointing if I am to see this "I'm not worthy" song and dance again.