Aze is notable because MC is in love with her (and she seems to respond well to it). Their relationship isn't progressing very fast. I guess it's normal when dating a ridiculously old elf maiden. I would not call this situation "no romantic development", but romantic plotline mostly takes a backseat to all the cool stuff happening. They say WN is near the end, and I imagine Satou will marry Aze in the epilogue.
MC rarely has an opportunity to have sex with prostitutes, because Arisa and Mia the "impregnable duo" are against it and get really good at stopping him. In fact, I can remember only three instances of it happening. Two of which are already in the manga. While unusual in Japanese works, it is not exactly "weird" - there is a reason quite a lot of prostitutes around the world earn money with their profession.
I don't remember if Satou's attitude towards that changed when he fell in love with Aze.
Relationships: Arisa started out as Satou's slave, then upgraded to vassal and finally familiar. She lusts after him just the same.
Mia one-sidedly claims to be Satou's fiancee.
Zena even went on dates with Satou. I think she ended up being Satou's legitimate fiancee due to some political machinations later. Or maybe not - it's hard to make sense of political machinations.
And everybody around the MC seems to have figured out it's useless to discuss long-term relationships with Satou, so it's best to just spring them on him like a trap. It worked for giving him noble titles, so the harem thought it was a good idea to name his personal knightly order "Bridal Knights". With a uniform that's a crossbreed between armor and a bridal gown. It is not clear how legitimate that is, but I think everybody present at the opening ceremony of that knightly order understood the meaning. Except possibly Pochi and Tama.