He'll need to confront them with their existence as webtoon characters before he goes out with any of them though. Of course, things did divert from what happened there, and I think the author did a good job of making it clear that they all ultimately fell for him on his own merits rather than purely the knight in shining armor routine from the comics (for instance in the webcomic, the protagonist never learnt about Da Hee's real character, or Kwon Miya's) but even with that aside he'd probably have to let them know the truth, about knowing some of their future and past, since I think he has that amount of character. It's kind of a tainted foundation.
I think it's a much more understandable way of going into the 'I'm not worthy of your affection' roadblock these stories like, because in his case it wouldn't just be self-denigration, there's something of an actual ethical problem here.
Of course, it doesn't count for Jung Ah, or even the Yandere sister, since she was barely a side character there... but with Jung Ah's recent comments I kind of wonder if she might be the one to break the news herself in order to try and sour the heroines on him if she gets desperate.