Ah, thanks for reminding me why I hate most JP harem protags, not because they have a harem, but because they won't accept it.
The biggest problem simply is, that "not dense harem protags" are mostly just plain assholes (except you go the over-the-top comedy route). There are some protagonists with in the ecchi-section, who need to grow a harem for magic/strength/etc-purposes, but besides that, it's hard.
If your character isn't dense, he'll accept the first girl and that's the end of the harem story. Or he actually has a relationship and still accepts a second, third, ... wife. Which doesn't look too good...
I mean, there are ways around it (I tried to find one for my story and hope it works well), but "harem" and "sensible" are opposites. Either the MC suffers, or the world/logic does...