User blog comment:B214/Question and Answers 3/@comment-4547267-20140623034209/@comment-1359322-20140623040039

The Maous have a duty to lead the Devils even as a symbol only, so having a harem may cause them to not do their jobs properly.

Well another and possibly the biggest reason, there's a chance that it might cause a civil war. Devils from the 72 Pillars, Extra Demons or even Reincarnated Devils might see marrying a Maou even as an extra wife/mistress as an advantage to their clans or personal goals, so they might fight each other for that position.

Plus, if the Maous have a harem, the family of the Maou's wives and mistress might oppose the family of another Maou's wife. For example, if Sirzechs has another wife from the 72 Pillars like Bune perhaps and Ajuka has an extra wife from the Furcas clan, the Bune Clan might do some underhanded tricks to the Furcas Clan to support Sirzechs and vice versa.

There are four Maous thus four factions in the Devil world where each faction supports a Maou of their own.