User blog comment:TheBlueSlug/Ending/@comment-23853100-20130930120359/@comment-16281343-20131209004845

Issei, in many occasions, shouted or proclaimed that he wants to become a harem king. He still wants to be one even though he already got Rias in the bag. So why turn a new leaf and say that he will only stick with one?

Btw, Yoh doesn't want to be the Shaman King :| (maybe he does later on in the series, can't remember the details, but not in the start unlike Issei)