At the end of the volume Issei proposes to Rias, which she tearfully accepts, making her Issei's first official fiance. Upon making into the main stage of the tournament In Volume 25, both Issei and Rias congratulated each other for their succession.
So while it may seem that Issei and Rias have been a couple for a while now, it's probably only been a couple months story-wise, so they're both trying to get used to the relationship. However, it is clear that Issei does love Rias.
Rias had developed a close relationship with Issei's parents after allowing her to stay with them, she even calls them "Mother" and "Father". Likewise, they look on her as their own daughter and support her relationship with their son while hoping to give them grandchildren some day.
It does explore their relationship a bit more, and it helps to convey Issei's feelings better about the relationship. As you have said though, this is a harem story, so the author has demonstrated that he wants to spend some time focusing on the other girls as well.
At first the two of them have a vague relationship, as Issei tries to avoid her as much as possible because of her cold and strict nature. They later meet up, and the two of them start to get along, knowing the fact that both of them are Otaku fans.
In Volume 22, Rias was there to allow Issei to be promoted to High-Class devil, during the ritual in which she placed the crown on his head, which made Issei a King. At the end of the volume Issei proposes to Rias, which she tearfully accepts, making her Issei's first official fiance.
Episode 12 (Season 3, BorN)
RiasAt the end of the volume, Issei asks Rias if he could talk to her casually in private times, to which she happily replies yes. In Volume 22, the two become engaged when Issei proposes to Rias after her graduation ceremony.
In Volume 22, Rias was there to allow Issei to be promoted to High-Class devil, during the ritual in which she placed the crown on his head, which made Issei a King. Later the two become engaged when Issei proposes to Rias after her graduation ceremony, making her his first bride.
Ex Gremory is the son of Issei Hyoudou and Rias Gremory.
Irina and Issei have been friends since childhood and reunited in Volume 3. Upon their reunion in, Issei and Irina's relationship became slightly strained due to being on opposing sides, as Issei challenged Irina to a duel after she and Xenovia, mocked Asia, in which Irina defeated Issei. They later agreed to work together to find the Excalibur fragments, in which Issei showed genuine care for Irina after finding her injured after her fight with Freed. It wasn't until after the Irina had reincarnated into an Angel and attend Kuoh Academy, that the two friends finally reconciled.
Issei has developed many relationships throughout the series, both within the Occult Research Club and the Three Factions. He has also attracted the attention of most of the female characters.
In Volume 25, while celebrating at the Hyoudou residence, following the defeat of Vidar, the girls (Asia, Xenovia, Irina, Akeno, Kuroka, Koneko, Rossweisse, and Rias) tell Issei to show his love for them which he does and tells them that every one of them is his bride.
In Volume 19, Xenovia kisses Issei twice, once in Kyoto after making her wish and again in the Hyoudou household underground pool. After Xenovia kisses Issei for the second time, she thanks him for the lifestyle she is currently enjoying, which was only possible due to Issei, resulting in them getting closer.
At first, Koneko disliked Issei due to his lecherous mind and antics, but respected him after seeing his determination and tenacity for never giving up and also because of his willingness to go to great lengths to help a friend in need. Even though his methods got lecherous, she drew on his courage to help herself get stronger and braver. She would almost ridicule Issei or beat him up whenever she caught him attempting to commit perverted acts.
Azazel. Issei, at first, hated Azazel because he was a Fallen Angel, but learned later on that he means well and has good intentions. Issei respects Azazel a lot, even calling him "Sensei" after Azazel tells him that he would teach Issei the secrets of the Sacred Gear and how to ensnare beautiful women.
Saji and Issei have a friendly rivalry going on because they are both Pawns, they both harbor feelings for their masters, and they both have Dragons sealed inside their Sacred Gears. At first they did not care for one another, but as time progresses, they eventually became good friends, even stating that they are "War Buddies" in Volume 3 of the light novels and have started training to become strong to face one another again. When Issei died, Saji showed expressions of anger and sadness due to him being killed and wanted to avenge Issei. Saji is quite jealous of Issei and his relationship with Rias, because Saji has not made any progress with Sona, he is even more enraged at how close Sona and Issei had become.
In Volume 8, Issei and Rias go through a ritual where they are tested to see if Issei is worthy of being a candidate for Rias' future husband.
She is very strict with Rias due to her status as the next leader of the Gremory but still cares deeply for her daughter. She had urged Rias to further her relationship with Issei such as suggesting the two get married and wishes for Rias to manage Issei's harem, as she does with her husband.
Rias and Sona are best friends from childhood and rivals, as they often compete in matches as Rias is noted to be the stronger of the two in raw demonic power while Sona is noted to be the smarter. Rias is shown to be jealous of Sona's intellect and tactics as she strives to improve and be her equal in tactics. Aside from their rivalry, the two are shown to be quite close friends in their private lives, with both sharing similar characteristics such as being the young heiresses of their respective clans and being a more responsible younger siblings compared to their older siblings, who are the Satans. Rias and Sona have shown to have a very close bond as they try to help each other, with Sona initially being unable to help Rias with her problems such as Rias' forced engagement due to the worry of being judged by others, as her inaction caused her grief and Rias helping out Sona in regards to Auros Academy. It is also stated that Rias often talks about her love life to Sona via communication magic circles, as Sona is shown to be a bit jealous over the strong love that Rias and Issei possess towards each other, as she wishes to get a boyfriend of her own.
Upon becoming her servant, Kiba made an vow to always to protect her and his comrades for the rest of my life as the “Knight” of Rias Gremory peerage. Rias was hurt at Kiba's departure to pursue his revenge but was later relieved when he returned and getting some form of closure over his past.
Rias is strongly sympathetic towards Misla, due to her being terribly persecuted and scorned by the Bael Clan for birthing Sairaorg without the Power of Destruction. Rias even shed tears when she told Issei about Misla and Sairaorg's painful past.
In Volume 22, Rias was there to allow Issei to be promoted to High-Class devil, during the ritual in which she placed the crown on his head, which made Issei a King. At the end of the volume Issei proposes to Rias, which she tearfully accepts, making her Issei's first official fiance.
A greater example shown in Volume 3 when he went behind her back to get involved to destroy the stolen Holy Sword without her knowledge, thus giving him and Koneko 1000 spanks as punishment. While he convinced her let Koneko off with 1 gentle spank, Issei still had to accept the other 999 demonic empowered ones.