User blog comment:DeathGodPrayer/Talk About What You Want!/@comment-80.181.161.74-20121225163512/@comment-5185939-20121225234132

3. There appear to be no rules enforcing monogamy among Devils.

Also, it was once stated by Rias's mother IIRC that had Sirzechs hadn't become Lucifer, they'd have probably made him take more wives, and that since Issei didn't have the pressures of being one of the Yondai-Maoh that wouldn't be a limitation on him.