User blog comment:Crimson and Darkness/DxD Updates 2~/@comment-39089654-20190616194100/@comment-83.46.71.178-20190618104457

Yes. Ishi said Shin 3. Kyoto saga. Roygun was the predictable addition to Issei harem.

Oneesa-ama. Ishi called her this after her first and last(for now) appearance in that volume afterword:

-Issei is beginning to become surrounded by onee-samas filled with charm like Grayfia, Tiamat, and Roygun.

But I recommend you don´t start to see Grayfia in the harem for this. Unlike Roygun and Tiamat Grayfia is that in the sense that marrying Rias they are family.